Command Reference
:
Function Reference
:
Function Reference: M
@mstdevs
Rolling (Moving) Statistics
Trailing moving
sample standard deviations (d.f. adjusted; ignore NAs).
n
-period trailing moving square roots of Pearson product moment sample variances, with d.f. correction, ignoring NAs.
Syntax:
@mstdevs
(
x, n)
x
: series
n
integer, series
Return: series
For each observation
and integer
, compute the sample standard deviation () using the current and previous
observations of the series,
and ignoring missing values (NAs).
If
n
is not an integer, the integer floor
will be used.
Equivalent to @mstdev.
Examples
show @mstdevs(x, 12)
produces a linked series of the moving sample standard deviation of the series
x
where NAs are ignored.
Cross-references
See also
@mstdev
,
@mstdevp
,
@mvar
,
@mvarp
, and
@mvars
.
For the NA-propagating variant of this function, see
@movstdevs
.