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@mstdevs

Trailing moving sample standard deviations (d.f. adjusted; ignore NAs).

n-period trailing moving square roots of Pearson product moment sample variances, with d.f. correction, ignoring NAs.

Syntax: @mstdevs(x, n)

x: series

n integer, series

Return: series

For each observation

and integer

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

observations of the series,

and ignoring missing values (NAs).

If n is not an integer, the integer floor

will be used.

Equivalent to @mstdev.

Examples

show @mstdevs(x, 12)

produces a linked series of the moving sample standard deviation of the series x where NAs are ignored.

Cross-references

See also @mstdev, @mstdevp, @mvar, @mvarp, and @mvars.

For the NA-propagating variant of this function, see @movstdevs.