Well it ain't obvious, that's for sure.
1. In the "diagram" window click on "Window" then "Show Functions Palette".
2. On the palette that pops up click on the large magniying glass at the top.
3. On the index line type "savitzky" and that should bring up the filter. Double click on that and that opens a graphic. You want to select the one at the bottome right (it should tell you what it is when you move the mouse cursor over it).
Well hidden, Ehhh?