Financial Time Series Toolbox | ![]() ![]() |
Syntax
Description
filter
filters an entire financial time series object with certain filter specifications. The filter is specified in a transfer function expression.
newfts = filter(B, A, oldfts)
filters the data in the financial time series object oldfts
with the filter described by vectors A
and B
to create the new financial time series object newfts
. The filter is a "Direct Form II Transposed" implementation of the standard difference equation. newfts
is a financial time series object containing the same data series (names) as the input oldfts
.
See Also
filter
, filter2
in the MATLAB documentation
![]() | fillts | fints | ![]() |