@cumvar |

Cumulative variances (population – non-d.f. adjusted) of a series.

Equivalent to @cumvarp.

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

Syntax: @cumvar(x, [s])

x: series

s: (optional) sample string or object

Return: series

The population variance for each observation is calculated as

where is the mean of over the first observations.

This function is panel aware.

Examples

series x = @nrnd

group g @cumvar(x) @cumvars(x) @cumvarp(x)

g.line

plots @cumvar(x), @cumvars(x), and @cumvarp(x) together. Note that @cumvar(x) and @cumvarp(x) are equivalent. All three series converge in probability to 1.

Cross-references

For the backward variant of this function, see
@cumbvar.