IRIS Toolbox Reference Manual

bwf

Butterworth filter with tunes

Syntax

[T,C,CutOff,Lambda] = bwf(X,Order)
[T,C,CutOff,Lambda] = bwf(X,Order,Range,...)

Syntax with output arguments swapped

[T,C,CutOff,Lambda] = bwf2(X,Order)
[T,C,CutOff,Lambda] = bwf2(X,Order,Range,...)

Input arguments

Output arguments

Options

'infoSet=' [ 1 | 2 ] - Information set assumption used in the filter: 1 runs a one-sided filter, 2 runs a two-sided filter.

Description

Default smoothing parameters

If the user does not specify the smoothing parameter using the 'lambda=' option (or reassigns the default @auto), a default value is used. The default value is based on common practice and can be calculated using the date frequency of the input time series as $\lambda = (10 \cdot f)^n$, where $f$ is the frequency (yearly=1, half-yearly=2, quarterly=4, bi-monthly=6, monthly=12), and $n$ is the order of the filter, determined by the input parameter Order.

Example