The original script was posted on ProRealCode by user StefanoCG.
Butterworth Filter (called also "maximally flat") is one of the simplest electronic filter. Its purpose is to obtain a frequency response of the flat as possible in the passband. Applied to the retail price index aims to filter out the "noise" and give you an indication on the direction of the more readable price.
Credits to: www.prorealcode.com/.../butterworth-filter/
Butterworth Filter (called also "maximally flat") is one of the simplest electronic filter. Its purpose is to obtain a frequency response of the flat as possible in the passband. Applied to the retail price index aims to filter out the "noise" and give you an indication on the direction of the more readable price.
Credits to: www.prorealcode.com/.../butterworth-filter/