filter - Linear filtering
Syntax
newfts = filter(B, A, oldfts)
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 |  |
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