Name

spencer — filters a series with a Spencer filter

CALLING SEQUENCE

xsp = spencer(x)

PARAMETERS

Input

• x = a (n x 1) real vector

Output

• xsp=a (n x 1) real vector

DESCRIPTION

Filter a series using a 15-term two-sided Spencer filter.

EXAMPLE


load(GROCERDIR+'/data/bdhenderic.dat');
lm1_sp=spencer(series(lm1))

               

AUTHOR

Emmanuel Michaux 2005