smoothts - Smooth data

Syntax

output = smoothts(input)
output = smoothts(input, 'b', wsize)
output = smoothts(input, 'g', wsize, stdev)
output = smoothts(input, 'e', n)

Arguments

`input`	Financial time series object or a row-oriented matrix. In a row-oriented matrix, each row represents an individual set of observations.
`'b'`, `'g'`, or `'e'`	Smoothing method (essentially the type of filter used). Can be Exponential (`e`)`,` Gaussian (`g`), or Box (`b`). Default = `b`.
`wsize`	Window size (scalar). Default = 5.
`stdev`	Scalar that represents the standard deviation of the Gaussian window. Default = 0.65.
`n`	For Exponential method, specifies window size or exponential factor, depending upon value. `n > 1` (window size) or period length `n < 1` and `> 0` (exponential factor: alpha) `n = 1` (either window size or alpha) If `n` is not supplied, the defaults are `wsize = 5` and `alpha = 0.3333`.

Description

smoothts smooths the input data using the specified method.

output = smoothts(input) smooths the input data using the default Box method with window size, wsize, of 5.

output = smoothts(input, 'b', wsize) smooths the input data using the Box (simple, linear) method. wsize specifies the width of the box to be used.

output = smoothts(input, 'g', wsize, stdev) smooths the input data using the Gaussian window method.

output = smoothts(input, 'e', n) smooths the input data using the Exponential method. 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, output is a row-oriented matrix of the same length.

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smoothts - Smooth data

Syntax

Arguments

Description

See Also