filter (Series)

Apply rational transfer function (ARMA filter) to time series

Syntax

outputSeries = filter(inputSeries, model, range, ...)

Input arguments

inputSeries [ Series ]

Input time series whose observations will be filtered through a rational transfer function defined by the Armani model.

model [ Armani ]

Rational transfer function, or linear ARMA filter, defined as an Armani object that will be used to filter the observations of the inputSeries.

Output arguments

outputSeries [ Series ]

Output time series created by applying a rational transfer function defined by the model to the observations of the inputSeries on the range.

Options

FillMissing=0 [ empty | numeric | string | cell ]

Method that will be used to fill missing observations; the method will be passed as an input argument into the standard fillmissing() function; a cell array will be unfolded as a comma separated list; a numeric scalar x is equivalent to {"constant", x}; an empty option means no filling.

Description

Examples