Command Reference : Function Reference : Function Reference: M
  
 
@movvar
Trailing moving population variances (non d.f. adjusted; propagate NAs).
n-period trailing moving Pearson product moment population variances, with no d.f. correction, propagating NAs.
Syntax: @movvar(x, n)
x: series
n integer, series
Return: series
For each observation and integer , compute the sample variance () using the current and previous observations of the series,
propagating missing values (NAs).
If n is not an integer, the integer floor will be used.
Examples
show @movvar(x, 12)
produces a linked series of the moving population variance of the series x where NAs are propagated.
Cross-references
See also @movstdev, @movstdevp, @movstdevs, @movvarp, and @movvars.
For the NA-ignoring variant of this function, see @mvar.