`expsm` (Series)

Exponential smoothing

Syntax

X = expsm(X, Beta, ~Range, ...)

Input arguments marked with a ~ sign may be omitted.

X [ tseries ]

Input time series.

Beta [ numeric ]

Exponential factor.

X [ tseries ]

Exponentially smoothed series.

Initials=NaN [ numeric ]

Use this value before the first observation to initialize the smoothing.

Log=false [ true | false ]

Logarithmize the data before filtering, de-logarithmize afterwards.

Range=Inf [ Dater ]

Range on which the exponential smoothing will be performed; if omitted, the entire time series range is used.