Smoothing

When working with formulas one can use predefined functions listed in the table below:

Name Brief description

Bpf

It models variable values using the Baxter-King filter.

BpfR

 It models variable values using the Baxter-King filter. R is used for calculation.

Census1

It smoothes variable using the Census1 method.

Hpf

It smoothes the variable using the Hodrick-Prescott filter (smoothing parameter is lambda).

HpfP

It smoothes the variable using the Hodrick-Prescott filter (smoothing parameter is a power).

HpfR

 It smoothes the variable using the Hodrick-Prescott filter (smoothing parameter is a power). R is used for calculation.

Lrxf

It models the variable using the LRX filter.

MedianSmooth

It models the variable using the median smoothing.

MedianSmoothR

 It models the variable using the median smoothing. R is used for calculation.

MovAvg

It transforms the variable using the moving average method.

MovAvgR

 It transforms the variable using the moving average method. R is used for calculation.

X11

It executes seasonal decomposition and adjustment of data.

NOTE. The X11 method is supported only in Windows.

See also:

Functions Available in Expression Editor