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@movvarp

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

n-period trailing moving Pearson product moment population variances, with no d.f. correction, propagating NAs.

Syntax: @movvarp(x, n)

x: series

n integer, series

Return: number

For each observation

and integer

, compute the population variance () 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.

Equivalent to @movvar.

Examples

show @movvarp(x, 12)

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

Cross-references

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

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