Command Reference : Function Reference : Function Reference: C
  
 
@cumbstdevs
Backward cumulative sample standard deviations (sample, d.f. corrected) of a series.
Decreasing sample calculation of the square root of the sample (d.f. corrected) Pearson product moment variance.
Syntax: @cumbstdevs(x, [s])
x: series
s: (optional) sample string or object
Return: series
The sample 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 @cumbstdevs(x)
generates a linked series of the backward cumulative sample standard deviations of the series x.
Cross-references
See also @cumbstdev, @cumbstdevp, @cumbvar, @cumbvarp, and @cumbvars.
For the forward variant of this function, see @cumstdevs.