@cumbvar |

Backward cumulative variances (non-d.f. corrected) of a series.

Equivalent to @cumbvarp.

Decreasing samples calculation of the population (non-d.f. corrected) Pearson product moment variance.

Syntax: @cumbvar(x, [s])

x: series

s: (optional) sample string

Return: series

The population variance for each observation is calculated as:

where is the last period of the cumulative process, , and is the mean of over the last observations.

This function is panel aware.

Examples

show @cumbvar(x)

generates a linked series of the backward cumulative population variance of the series x.

Cross-references

For the forward variant of this function, see
@cumvar.