@stdev |

Sample standard deviation (d.f. adjusted).

Square root of sample (d.f. adjusted) Pearson product moment variance.

Syntax: @stdev(x, [s])

x: series, vector, matrix

s: (optional) sample string or object when x is a series and assigning to a series

Return: number

The sample standard deviation is calculated as

where is the mean of .

For series calculations, EViews will use the current or specified workfile sample.

Examples

If x = @nrnd, then

= @stdev(x)

returns a value near 1 in large samples.

Cross-references