@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

For the NA-ignoring variant of this function, see
@mvar.