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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Output type / Parameter details
Output type: Double()
| Parameter Name | Variable Type | Description |
| InputArray | Double() | Input Array |
| SmoothingFactor | Double | Smoothing factor to apply in exponentia smoothing algorithm |
| StdErrorCalcWindow | Integer | Number of periods used in calculation of standard error |
Links to:
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Interactively run function
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Interactive instructions
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Example calculation
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Output type / Parameter details
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Illustrative spreadsheet
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Other Statistical functions
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Computation units used
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