filter will be removed in a future release. Use
timetable instead. For more information, see Convert Financial Time Series Objects fints to Timetables.
newfts = filter(B,A,oldfts)
filter filters an entire financial time series object with certain
filter specifications. The filter is specified in a transfer function expression.
newfts = filter(B,A,oldfts) filters the data in the financial time
oldfts with the filter described by vectors
B to create the new financial time
newfts. The filter is a “Direct Form II
Transposed” implementation of the standard difference equation.
newfts is a financial time series object containing the same data
series (names) as the input