DAExponentialSmoothing
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Function Description
Returns an array providing the result of applying an
exponential smoothing algorithm to the InputArray (algorithm used is compatible
with the one implicit in the Excel Data Analysis Toolpack as at 2012).
If the input array, , is of length then
the output consists of a two dimensional array of size where corresponds
to the exponentially smoothed values, and corresponds
to the “standard error” of these values, , these being
calculated as follows, where and :
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