Backward cumulative standard deviations (population, non-d.f. corrected).
Decreasing samples calculation of the square root of the population (non-d.f. adjusted) Pearson product moment variance.
Syntax: @cumbstdevp(x, [s])
x: series
s: (optional) sample string or object
Return: series
The population standard deviation is calculated for each observation
as:
where
is the last period of the cumulative process,
, and
is the mean of
over the last
observations.
This function is panel aware.
Examples
show @cumbstdevp(x)
generates a linked series of the backward cumulative population standard deviations of the series x.
Cross-references
For the forward variant of this function, see
@cumstdevp.
