Command Reference : Function Reference : Function Reference: M
  
 
@mvar
Trailing moving population variances (non-d.f. adjusted; ignore NAs).
n-period trailing moving square roots of Pearson product moment population variances, with no d.f. correction, ignoring NAs.
Syntax: @mvar(x, n)
x: series
n integer, series
Return: series
For each observation and integer , compute the population variance () using the current and previous observations of the series,
ignoring missing values (NAs).
If n is not an integer, the integer floor will be used.
Examples
show @mvar(x, 12)
produces a linked series of the moving population variance of the series x where NAs are ignored.
Cross-references
See also @mstdev, @mstdevp, @mstdevs, @mvarp, and @mvars.
For the NA-propagating variant of this function, see @movvar.