Population Variance (no d.f. adjustment).
Population (non-d.f. adjusted) Pearson product moment variance.
Syntax: @var(x, [s])
x: series, vector, matrix
s: (optional) sample string or object when x is a series
Return: number
The population variance is calculated as
where
is the mean of
.
For series calculations, EViews will use the current or specified workfile sample.
Examples
If x = @rnd, then
= @var(x)
will return a value close to 1/12 in large samples.
Cross-references