@vars |

Sample variance (d.f. adjusted).

Sample (d.f. adjusted) Pearson product moment variance.

Syntax: @vars(x, [s])

x: series, vector, matrix

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

Return: number

The sample variance estimate 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

= @vars(x)

will return a value close to 1/12 in large samples.

Cross-references