Trailing moving population variances (non-d.f. adjusted; ignore NAs).

n-period trailing moving square roots of Pearson product moment population variances, with no d.f. correction, ignoring NAs.

Syntax: @mvar(x, n)

x: series

n integer, series

Return: series

For each observation and integer , compute the population variance () using the current and previous observations of the series,

ignoring missing values (NAs).

If n is not an integer, the integer floor will be used.

Examples

show @mvar(x, 12)

produces a linked series of the moving population variance of the series x where NAs are ignored.

Cross-references

For the NA-propagating variant of this function, see
@movvar.