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@movvars

Trailing moving sample variances (d.f. adjusted; propagate NAs).

n-period trailing moving Pearson product moment sample variances, with d.f. correction, propagating NAs.

Syntax: @movvars(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,

and propagating missing values (NAs).

If n is not an integer, the integer floor

will be used.

Examples

show @movvars(x, 12)

produces a linked series of the moving sample variance of the series x where NAs are propagated.

Cross-references

See also @movstdev, @movstdevp, @movstdevs, @movvar, and @movvarp.

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