Smoothing

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

Name Brief description

Bpf

It models the variable values using the Baxter-King filter.

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).

Lrxf

It models the variable using the LRX filter.

MedianSmooth

It models the variable using the median smoothing.

MovAvg

It transforms the variable using the moving average method.

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