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