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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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