Financial Time Series Toolbox | ![]() ![]() |
Syntax
output= smoothts(
input)
output= smoothts(
input, 'b',
wsize)
output= smoothts(
input, 'g', wsize, stdev)
output= smoothts(
input, 'e', n)
Arguments
Description
smoothts
smooths the input data using the specified method.
output
smooths the input data using the default Box method with window size, = smoothts(
input)
wsize
, of 5
.
output
smooths the input data using the Box (simple, linear) method. = smoothts(
input, 'b',
wsize)
wsize
specifies the width of the box to be used.
output
smooths the input data using the Gaussian window method. = smoothts(
input, 'g', wsize, stdev)
output
smooths the input data using the Exponential method. = smoothts(
input, 'e', n)
n
can represent the window size (period length) or alpha. If n > 1
, n
represents the window size. If 0 < n < 1
, n
represents alpha, where
If input
is a financial time series object, output
is a financial time series object identical to input
except for contents. If input
is a row-oriented matrix, ouput
is a row-oriented matrix of the same length.
See Also
![]() | size | sortfts | ![]() |