Smoothing an irregular TimeSeries and calculate it's Derivative

You might want to consider kernel regression. (It would be great if Mathematica would offer a function to do so. And it's likely that someone has already produced a package for this.)

Kernel regression is similar to using a "moving mean" but with weighting where each data point's influence decreases with distance from that data point.

Below is a very crude implementation of that for your data and your particular question. Note that I've converted the dates to the number of days since January 1, 1900 as I just don't want to deal with date objects.

data = {{42005, -107}, {42019, -429}, {42025, -459.5}, {42031, -496.1}, {42033, -573.14}, {42034, -625.14}, {42035, -650.53}, {42036, -655.53}, {42037, -675.53}, {42038, -680.53}, {42039, -685.53}, {42040, -790.53}, {42051, -798.33}, {42057, -805.93}, {42058, -815.69}, {42061, -820.56}, {42064, -900.56}, {42066, -924.56}, {42067, -954.96}, {42076, -960.16}, {42081, -969.56}, {42085, -993.08}, {42089, -997.16}, {42092, -1002.16}, {42093, -1007.16}, {42094, -1014.66}, {42095, -1027.79}, {42097, -1038.05}, {42099, -1043.05}, {42102, -1053.05}, {42103, -1058.14}, {42104, -1068.32}, {42106, -1078.45}, {42107, -1091.82}, {42108, -1097.05}, {42109, -1155.68}, {42110, -1171.28}, {42111, -1185.91}, {42114, -1195.6}, {42115, -1231.6}, {42116, -1247.16}, {42117, -1252.16}, {42118, -1262.16}, {42121, -1390.86}, {42122, -1405.86}, {42123, -1457.86}, {42124, -1478.93}, {42128, -1487.93}, {42130, -1497.9}, {42131, -1503.42}, {42132, -1508.42}, {42135, -1513.42}, {42136, -1570.41}, {42144, -1575.61}, {42146, -1596.96}, {42148, -1603.96}, {42149, -1661.72}, {42151, -1666.72}, {42153, -1679.48}, {42157, -1692.24}, {42159, -1697.24}, {42160, -1715}, {42163, -1745}, {42164, -1750.52}, {42165, -1763.28}, {42167, -1776.04}, {42170, -1781.04}, {42171, -1793.8}, {42172, -1873.8}, {42173, -1906.8}, {42179, -1918.8}, {42180, -1923.8}, {42181, -1953.8}, {42184, -1972.08}, {42185, -2034.15}, {42186, -2076.91}, {42187, -2086.91}, {42188, -2191.91}, {42190, -2209.67}, {42191, -2223.06}, {42193, -2228.1}, {42195, -2272.88}, {42198, -2282.76}, {42200, -2295.52}, {42201, -2303.98}, {42207, -2309.07}, {42209, -2324.11}, {42212, -2241.91}, {42213, -2270.91}, {42214, -2305.91}, {42215, -2310.91}, {42227, -2334.91}, {42228, -2351.41}, {42229, -2361.41}, {42234, -2411.86}, {42237, -2423.86}, {42240, -2458.86}, {42241, -2463.86}, {42243, -2398.17}, {42244, -2406.17}, {42247, -2447.17}, {42250, -2490.17}, {42251, -2495.17}, {42252, -2515.17}, {42255, -2550.17}, {42256, -2581.17}, {42258, -2592.17}, {42260, -2595.62}, {42261, -2614.07}, {42262, -2624.07}, {42263, -2657.52}, {42264, -2662.52}, {42265, -2667.01}, {42269, -2701.5}, {42274, -2623.75}, {42275, -2642.31}, {42276, -2656.31}, {42277, -2689.87}, {42279, -2704.87}, {42280, -2712.87}, {42281, -2716.87}, {42282, -2721.87}, {42283, -2731.87}, {42286, -2736.87}, {42290, -2767.56}, {42291, -2797.56}, {42292, -2812.05}, {42298, -2827.05}, {42300, -2831.54}, {42303, -2846.54}, {42304, -2760.11}, {42305, -2779.6}, {42306, -2830.6}, {42310, -2834.6}, {42311, -2839.6}, {42312, -2852.6}, {42314, -2916.6}, {42315, -3061.49}, {42319, -3072.98}, {42320, -3089.48}, {42325, -3104.48}, {42327, -3116.56}, {42328, -3146.56}, {42331, -3149.86}, {42332, -3164.86}, {42334, -3168.86}, {42335, -3131.68}, {42338, -3146.68}, {42339, -3155.68}, {42341, -3082.68}, {42345, -2967.45}, {42347, -2969.45}, {42348, -2999.45}, {42352, -3026.05}, {42353, -2996.05}, {42360, -2999.05}, {42361, -3009.05}, {42364, -3014.05}, {42365, -2877.05}, {42372, -2909.05}, {42374, -2896.75}, {42375, -2906.75}, {42376, -2929.25}, {42378, -2934.25}, {42381, -2929.25}, {42383, -2953.5}, {42388, -2956.85}, {42389, -2966.85}, {42390, -2981.85}, {42391, -3045.85}, {42394, -3052.85}, {42395, -3057.85}, {42396, -2963.85}, {42397, -2982.38}, {42401, -2988.38}, {42403, -3022.38}, {42404, -3042.38}, {42406, -3113.71}, {42408, -3143.71}, {42409, -3058.71}, {42410, -3066.71}, {42411, -3096.71}, {42412, -3042.71}, {42416, -3018.71}, {42417, -3008.91}, {42421, -3016.91}, {42423, -2978.67}, {42425, -2986.67}, {42426, -2891.55}, {42427, -2726.55}, {42429, -2730.55}, {42430, -2740.55}, {42431, -2748.55}, {42432, -2807.55}, {42435, -2827.55}, {42436, -2836.55}, {42438, -2874.55}, {42441, -2889.55}, {42444, -2944.55}, {42445, -2954.55}, {42446, -2992.55}, {42447, -2999.05}, {42449, -3014.05}, {42452, -3154.05}, {42456, -2900.05}, {42459, -2989.35}, {42462, -2998.15}, {42464, -3023.15}, {42465, -3031.15}, {42467, -3048.15}, {42471, -3156.15}, {42472, -3180.15}, {42475, -3164.15}, {42478, -3185.15}, {42479, -3188.15}, {42480, -3212.67}, {42481, -3283.17}, {42484, -3305.17}, {42486, -3321.17}, {42487, -3013.79}, {42489, -3021.79}, {42491, -3044.19}, {42492, -3063.19}, {42493, -3099.19}, {42494, -3089.99}, {42495, -3122.99}, {42496, -3139.99}, {42500, -3146.99}, {42501, -3149.99}, {42503, -3239.99}, {42505, -3200.99}, {42506, -3203.99}, {42507, -3223.99}, {42508, -3323.99}, {42509, -3349.99}, {42511, -3357.99}, {42513, -3388.99}, {42514, -3333.99}, {42515, -3371.99}, {42516, -3098.99}, {42517, -3137.79}, {42522, -3148.79}, {42524, -3172.79}, {42526, -3180.79}, {42528, -3188.79}, {42529, -3192.29}, {42536, -3209.54}, {42537, -3239.54}, {42538, -3217.54}, {42540, -3219.54}, {42541, -3249.54}, {42548, -2995.54}, {42549, -3035.54}, {42551, -3040.54}, {42552, -3086.54}, {42556, -3096.54}, {42558, -3129.54}, {42560, -3179.54}, {42562, -3356.54}, {42563, -3361.54}, {42566, -3429.04}, {42567, -3434.04}, {42570, -3449.04}, {42576, -3466.54}, {42577, -3501.54}, {42578, -3299.54}, {42579, -3179.68}, {42583, -3223.68}, {42584, -3232.68}, {42585, -3272.68}, {42586, -3208}, {42591, -3211.56}, {42592, -3229.06}, {42593, -3245.14}, {42597, -3253.14}, {42600, -3292.14}, {42601, -3312.14}, {42602, -3257.14}, {42605, -3307.14}, {42606, -3257.14}, {42608, -3274.14}, {42609, -3106}, {42611, -3149}, {42612, -3164}, {42613, -3222}, {42615, -3232}, {42618, -3240}, {42619, -3276.5}, {42620, -3166.5}, {42621, -3315.5}, {42622, -3326}, {42623, -3391}, {42626, -3494}, {42629, -3501}, {42634, -3373}, {42635, -3384}, {42636, -3399}, {42639, -3314}, {42640, -3202}, {42644, -3219}, {42645, -3234}, {42647, -3268}, {42650, -3279}, {42651, -3304}, {42653, -3327}, {42655, -3182.62}, {42657, -3200.62}, {42660, -3218.12}, {42662, -3227.12}, {42663, -3243.12}, {42664, -3279.12}, {42665, -3296.12}, {42667, -3339.12}, {42668, -3357.12}, {42669, -3252.12}, {42670, -3051.58}, {42675, -3057.58}, {42676, -3066.58}, {42677, -3081.18}, {42678, -3086.18}, {42682, -2976.67}, {42685, -2984.67}, {42691, -3001.67}, {42695, -3013.75}, {42696, -3022.75}, {42697, -2967.75}, {42698, -2982.75}, {42701, -2755.75}, {42702, -2783.21}, {42705, -2816.21}, {42706, -2834.71}, {42707, -2842.71}, {42710, -2757.71}, {42711, -2765.71}, {42719, -2773.71}, {42720, -2785.71}, {42726, -2793.71}, {42730, -2743.71}, {42731, -2455.71}, {42735, -2520.43}, {42736, -2528.43}, {42739, -2538.43}, {42740, -2548.43}, {42743, -2563.43}, {42751, -2508.43}, {42752, -2458.43}, {42760, -2355.67}, {42762, -2158.67}, {42767, -2198.67}, {42768, -2143.67}, {42769, -2153.67}, {42774, -2098.67}, {42775, -2113.67}, {42776, -2123.67}, {42780, -2138.67}, {42782, -2045.67}, {42790, -2060.67}, {42792, -2068.67}, {42793, -1709.67}, {42794, -1718.67}, {42795, -1750.67}, {42797, -1776.67}, {42800, -1786.67}, {42802, -1793.67}, {42807, -1733.67}, {42814, -1669.67}, {42815, -1599.67}, {42817, -1606.67}, {42818, -1506.67}, {42819, -1538.91}, {42821, -1412.91}, {42822, -1441.41}, {42825, -1413.41}, {42831, -1423.41}, {42836, -1408.13}, {42852, -1093.13}, {42853, -1116.58}, {42857, -1115.58}, {42860, -795.58}, {42870, -805.58}, {42872, -750.58}, {42882, -483.58}, {42884, -514.45}, {42886, -492.45}, {42887, -478.45}, {42893, -388.45}, {42898, -393.45}, {42899, -343.45}, {42901, -293.45}, {42906, -143.59}, {42908, -72.74}, {42909, -102.74}, {42912, -126.2}, {42913, 396.8}, {42914, 384.8}, {42917, 363.8}, {42918, 354.8}, {42920, 334.8}, {42922, 325.8}, {42924, 319.8}, {42926, 359.8}, {42929, 351.8}, {42930, 363.8}, {42935, 393.8}, {42937, 385.8}, {42942, 362.34}, {42943, 556.34}, {42944, 550.34}, {42948, 545.34}, {42949, 437.68}, {42955, 429.18}, {42957, 421.18}, {42968, 410.18}, {42974, 445.18}, {42975, 420.72}, {42976, 416.72}, {42979, 384.41}, {42980, 378.41}, {42982, 286.41}, {42983, 341.41}, {42984, 309.41}, {42998, 304.41}, {43004, 284.41}, {43005, 329.41}, {43006, 323.95}, {43007, 320.95}, {43010, 281.95}, {43011, 275.95}, {43012, 239.45}, {43013, 223.45}, {43014, 219.95}, {43017, 214.95}, {43020, 614.95}, {43028, 576.95}, {43033, 553.95}, {43035, 802.95}, {43041, 686.67}, {43042, 685.67}, {43043, 660.67}, {43045, 632.67}, {43046, 596.67}, {43047, 566.67}, {43053, 558.67}, {43054, 511.67}, {43055, 686.67}, {43060, 821.67}, {43062, 1391.67}, {43063, 1431.67}, {43066, 1381.67}, {43069, 1351.67}, {43072, 1341.17}, {43073, 1311.17}, {43074, 1271.17}, {43075, 1246.67}, {43076, 1301.67}, {43080, 1292.37}, {43090, 1537.37}, {43091, 2046.87}, {43092, 2176.87}, {43101, 2150.87}, {43102, 2141.87}, {43103, 2114.87}, {43108, 2164.87}, {43109, 2158.87}, {43110, 2228.87}, {43115, 2297.87}, {43116, 2367.87}, {43118, 2337.87}, {43119, 2441.87}, {43122, 2874.87}, {43123, 3032.87}, {43125, 3307.87}, {43129, 3294.87}, {43131, 3283.27}, {43132, 3257.87}, {43136, 3160.77}, {43137, 3139.77}, {43138, 3239.77}, {43139, 3235.77}, {43143, 3218.77}, {43144, 3190.27}, {43146, 3140.27}, {43147, 3080.27}, {43151, 3030.27}, {43152, 3015.27}, {43153, 3691.27}, {43157, 3732.67}, {43159, 3637.67}, {43161, 3612.27}, {43164, 3608.27}, {43165, 3650.77}, {43166, 3625.77}, {43167, 3555.77}, {43168, 3550.07}, {43171, 3589.97}, {43173, 3562.47}, {43174, 3530.17}, {43177, 3506.97}, {43178, 3501.97}, {43179, 3445.47}, {43180, 3272.47}, {43181, 3999.17}, {43182, 3992.27}, {43185, 4033.27}, {43186, 3995.27}, {43187, 3989.27}, {43188, 3951.27}, {43189, 3937.27}, {43194, 3913.27}, {43195, 3885.27}, {43198, 3904.07}, {43200, 3914.07}, {43201, 3792.87}, {43203, 3764.67}, {43205, 3757.67}, {43208, 3751.87}, {43209, 3723.37}, {43212, 4823.37}, {43213, 4818.47}, {43217, 4809.47}, {43220, 4735.87}, {43222, 4703.87}, {43223, 4758.87}, {43224, 4809.87}, {43227, 4792.27}, {43228, 4779.87}, {43230, 4774.67}, {43234, 4721.97}, {43236, 4765.17}, {43239, 4802.17}, {43241, 4872.17}, {43242, 6095.17}, {43243, 6025.17}, {43245, 6129.87}, {43246, 6116.87}, {43248, 6096.87}, {43249, 6073.07}, {43250, 6148.77}, {43251, 6468.77}, {43252, 6462.87}, {43254, 6442.87}, {43255, 6346.87}, {43256, 6316.87}, {43257, 6306.87}, {43259, 6297.97}, {43262, 6413.97}, {43263, 6410.37}, {43265, 6531.17}, {43269, 6508.17}, {43270, 6491.09}, {43272, 6463.09}, {43273, 7645.09}, {43275, 7596.3}, {43277, 7585.4}, {43279, 7569.4}, {43282, 7561.4}, {43284, 7517.4}, {43285, 7512.4}, {43286, 7472.4}, {43294, 7459.9}, {43298, 7474.1}, {43299, 7458.87}, {43300, 7439.87}, {43304, 7434.47}, {43305, 8507.47}, {43306, 8488.68}, {43308, 8389.68}, {43310, 8389.68}, {43317, 8381.08}, {43318, 8353.08}, {43320, 8408.08}, {43328, 8403.28}, {43334, 9298.28}, {43336, 9259.49}, {43340, 8977.49}, {43341, 9079.49}, {43342, 9074.49}, {43346, 9070.69}, {43347, 9042.69}, {43351, 9033.29}, {43354, 8717.93}, {43363, 8784.93}, {43364, 8753.14}, {43367, 8969.44}, {43368, 8954.99}, {43369, 8954.99}, {43372, 8919.99}, {43374, 8863.79}, {43375, 8814.37}, {43392, 8820.87}, {43395, 8811.17}, {43396, 8999.56}, {43397, 8949.77}, {43399, 8949.77}, {43403, 8967.77}, {43406, 8932.77}, {43409, 8987.77}, {43412, 9099.77}, {43423, 9093.69}, {43425, 9274.64}, {43426, 9268.64}, {43428, 9219.85}, {43431, 9202.46}, {43432, 9172.46}, {43433, 9163.28}, {43434, 9158.41}, {43438, 9116.41}, {43444, 9089.41}, {43445, 9015.41}, {43451, 8945.41}, {43453, 8931.91}, {43458, 9220.12}, {43461, 9160.12}, {43467, 9113.37}, {43472, 9053.37}, {43480, 8985.37}, {43483, 9042.19}, {43484, 9118.01}, {43487, 9714.51}, {43489, 9692.66}, {43493, 9632.66}, {43494, 9623.91}, {43498, 9577.91}, {43504, 9499.91}, {43507, 9499.91}, {43515, 9421.46}, {43517, 10287.46}, {43518, 10376.46}, {43519, 10354.46}, {43520, 10309.27}, {43523, 10239.27}, {43524, 10229.32}, {43526, 10183.82}, {43530, 10100.47}, {43537, 10090.77}, {43538, 10084.47}, {43539, 9993.47}, {43546, 11100.47}, {43549, 11140.41}, {43551, 11126.41}, {43553, 11111.41}, {43556, 11102.41}, {43557, 10966.41}, {43558, 10962.81}, {43564, 11062.81}, {43566, 11036.81}, {43567, 11030.81}, {43568, 11024.81}, {43570, 10947.81}, {43573, 10929.51}, {43574, 10924.01}, {43578, 12545.01}, {43579, 12518.21}, {43580, 12510.41}, {43581, 12507.41}, {43583, 12504.41}, {43584, 12383.91}, {43585, 12377.91}, {43586, 12347.17}, {43588, 12242.17}, {43590, 12233.57}, {43600, 12179.57}, {43604, 12173.57}, {43606, 12073.57}, {43607, 13763.57}, {43610, 13718.38}, {43613, 13683.68}, {43614, 13674.41}, {43616, 13650.41}, {43619, 13566.28}, {43621, 13549.44}, {43628,  13541.44}, {43631, 13531.44}, {43632, 13520.22}, {43633, 13501.29}, {43635, 13492.02}, {43637, 13478.82}, {43638, 13470.82}, {43640, 15602.55}, {43642, 15586.35}, {43643, 15575.13}, {43644, 15537.13}, {43645, 15509.2}, {43648, 15476.76}, {43649, 15460.76}, {43651, 15386.76}, {43652, 15369.76}, {43654, 15313.36}, {43656, 15255.36}, {43657, 15241.56}, {43658, 15226.56}, {43661, 15216.06}, {43662, 15187.99}, {43664, 15175.19}, {43665, 15160.42}, {43666, 15110.8}, {43667, 15095.8}, {43668, 17467.8}, {43670, 17480.03}, {43672, 17474.53}, {43675, 17451.03}, {43677, 17371.03}, {43680, 17337.88}, {43683, 17322.88}, {43684, 17309.88}, {43685, 17641.88}, {43687, 17614.88}, {43696, 17599.84}, {43699, 19547.84}, {43701, 19493.71}, {43704, 19578.71}, {43705, 19562.01}, {43706, 19537.61}, {43707, 19162.61}, {43710, 19151.1}, {43711, 19062.7}, {43712, 19048.34}, {43713, 19033.11}, {43714, 19333.11}, {43716, 19313.14}, {43718, 19298.14}, {43720, 19289.24}, {43721, 19274.04}, {43726, 19263.56}, {43727, 19248.56}, {43729, 19234.2}, {43731, 19928.6}, {43732, 19866.37}, {43734, 19840.19}, {43737, 19767.5}, {43738, 19714.6}, {43739, 19673.8}, {43740, 19661.2}, {43741, 19581.2}, {43742, 19576.32}, {43743, 19567.32}, {43744, 19546.74}, {43745, 19528.74}, {43746, 19520.84}, {43747, 19470.84}, {43749, 19485.06}, {43752, 19428.06}, {43753, 19394.84}, {43754, 19382.84}, {43755, 19375.84}, {43757, 19360.86}, {43758, 19480.86}, {43759, 19649.66}, {43760, 19633.66}, {43761, 20604.66}, {43762, 20570.55}, {43763, 20554.55}, {43765, 20546.95}, {43766, 20155.95}, {43767, 20139.95}, {43768, 19894.95}, {43769, 19869.95}, {43771, 19855.95}, {43774, 19903.95}, {43777, 19891.95}, {43780, 19867.73}, {43785, 19685.73}, {43787, 19670.73}, {43792, 20305.73}, {43794, 20260.73}, {43795, 20363.73}, {43796, 20172.73}, {43801, 20118.58}, {43802, 20023.6}, {43808, 20018.4}, {43809, 19959.9}, {43812, 20159.9}, {43814, 20052.7}, {43815, 20027.2}, {43816, 20024.4}, {43817, 20013.4}, {43818, 19518.42}, {43821, 19514.07}, {43822, 20365.07}, {43823, 20315.94}, {43833, 20235.94}, {43834, 20231.94}, {43835, 20189.94}, {43838, 20114.94}, {43839, 20099.94}, {43843, 20092.14}, {43845, 19842.14}, {43849, 19820.16}, {43850, 19773.22}, {43851, 19711.53}, {43852, 19671.53}, {43853, 19672.93}, {43854, 19437}, {43857, 20219}, {43859, 19950.6}, {43863, 19915.92}, {43864, 19975.92}, {43866, 19948.03}, {43877, 19888.23}, {43878, 19778.23}, {43880, 19763.25}, {43881, 19761.75}, {43883, 20217.75}, {43885, 20156.62}, {43888, 20595.4}, {43891, 20330.4}, {43894, 20253.86}, {43900, 20253.86}, {43901, 20205.16}, {43904, 20196.46}, {43905, 20018.6}, {43906, 20002.8}, {43908, 19985.2}, {43909, 19608.02}, {43911, 19567.72}, {43913, 20614.42}, {43914, 20569.42}, {43915, 20545.42}, {43916, 20509.12}, {43917, 20484.62}, {43919, 20452.02}, {43920, 20447.52}, {43921, 20207.52}, {43923, 20202.67}, {43924, 20418.67}, {43925, 20396.67}, {43927, 20360.07}, {43929, 20352.07}, {43934, 20326.57}, {43935, 20304.94}, {43936, 20296.94}, {43937, 20418.94}, {43941, 20364.88}, {43942, 20324.88}, {43943, 20904.88}, {43946, 20879.88}, {43949, 20911.88}, {43950, 20876.68}, {43951, 20848.48}, {43953, 20772.48}, {43955, 20493.48}, {43956, 20478.5}, {43959, 20455.5}, {43960, 20436.5}, {43963, 20418.5}, {43964, 20403.5}, {43967, 20382.5}, {43972, 20362.5}, {43973, 20753.5}, {43976, 20618.5}, {43979, 20636.5}, {43980, 20580.5}, {43983, 20558.5}, {43987, 20482.5}, {43990, 20340.5}, {43998, 20002.5}, {44004, 20544.9}, {44010, 20770.9}, {44017, 20750.2}, {44020, 20735.2}, {44022, 20711.2}, {44027, 20461.2}, {44029, 20431.2}, {44031, 20388}, {44032, 20372}, {44034, 20563.93}, {44035, 20548.95}, {44040, 20999.35}, {44041, 20939.35}, {44045, 20906.35}, {44046, 20729.35}, {44048, 20724.85}, {44052, 20678.85}, {44055, 20637.85}, {44060, 20600.85}, {44062, 20558.85}, {44063, 20421.85}, {44064, 20361.85}, {44067, 20269.85}, {44070, 20181.85}, {44071, 20942.39}, {44072, 20899.99}, {44074, 20649.99}, {44077, 20573.99}, {44081, 20535.99}, {44086, 20605.99}, {44090, 20715.99}, {44092, 20660.99}};

I also want to note that your data has some odd features (like jumps and serial correlation). Consider the following segment of data:

ListPlot[{data, data}, PlotRange -> {{43500, 43600}, {8000, 13000}}, 
 Joined -> {True, False}, PlotStyle -> {Blue, {Blue, PointSize[0.02]}}]

(* Define a weighting function and the kernel estimator for predictions at date x *)
weights[x_, bandwidth_] := Exp[-(data[[All, 1]] - x)^2/bandwidth^2]
f[x_, bandwidth_] := Total[data[[All, 2]] weights[x, bandwidth]]/Total[weights[x, bandwidth]]

(* Try bandwidth = 100 *)
smoothed = Table[{x, f[x, 100]}, {x, Min[data[[All, 1]]], Max[data[[All, 1]]]}];
ListPlot[smoothed]

Now find the derivative:

g = D[Total[data[[All, 2]] weights[x, h]]/Total[weights[x, h]], x];
Plot[g, {x, Min[data[[All, 1]]], Max[data[[All, 1]]]}]

There are "automatic" choices for the bandwidth (try the R package np) but your mileage may vary. In short, choosing an optimal bandwidth is maybe more of an art as it will also depend on the subject matter and how the data was collected as opposed to depending on just the data values alone.