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@movstdevp

Trailing moving population standard deviations (non-d.f. adjusted; propagate NAs).

n-period trailing moving square roots of (population) Pearson product moment population variances, with no d.f. correction, propagating NAs.

Syntax: @movstdevp(x, n)

x: series

n integer, series

Return: series

For each observation

and integer

, compute the population standard deviation () using the current and previous

observations of the series,

and propagating missing values (NAs).

If n is not an integer, the integer floor

will be used.

Examples

show @movstdevp(x, 12)

produces a linked series of the moving population standard deviation of the series x where NAs are propagated.

Cross-references

See also @movstdev, @movstdevs, @movvar, @movvarp, and @movvars.

For the NA-ignoring variant of this function, see @mstdevp.