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@mvar

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

See also @mstdev, @mstdevp, @mstdevs, @mvarp, and @mvars.

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