Command Reference : Function Reference : Function Reference: M
  
 
@movcovp
Trailing moving population covariance (no d.f. adjustment; propagate NAs).
n-period trailing moving Pearson moment population covariances between a pair of variables, with no d.f. correction, propagating NAs.
Syntax: @movcovp(x, y, n)
x: series
y: series
n integer, series
Return: series
For each observation and integer , compute the population covariance () using the current and previous observations of the series,
and propagating missing values (NAs).
If n is not an integer, the integer floor will be used.
Equivalent to @movcov.
Examples
show @movcovp(x, y, 12)
produces a linked series of the moving population covariance of the series x and y where NAs are propagated.
Cross-references
See also @movcovp and @movcovs.
See @mcovp for NA-excluding version of this function.