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windex (Series)

Plain weighted or Divisia index

Syntax

Y = windex(X, Weights, ~Range, ...)

Input arguments

X [ tseries ]

Input times series.

Weights [ tseries | numeric ]

Fixed or time-varying weights on the input time series.

~Range=Inf [ Dater | Inf ]

Range on which the weighted index is computed.

Output arguments

Y [ tseries ]

Weighted index based on X.

Options

Method='plain' [ 'divisia' | 'plain' ]

Weighting method.

Log=false [ true | false ]

Logarithmize the input inputData before computing the index, delogarithmize the output inputData.

Description

Examples