Sample standard deviation (d.f. adjusted).
Square root of sample (d.f. adjusted) Pearson product moment variance.
Syntax: @stdev(x, [s])
x: series, vector, matrix
s: (optional) sample string or object when x is a series and assigning to a series
Return: number
The sample standard deviation is calculated as
where
is the mean of
.
For series calculations, EViews will use the current or specified workfile sample.
Examples
If x = @nrnd, then
= @stdev(x)
returns a value near 1 in large samples.
Cross-references
See also
@stdevp,
@stdevs, and
@var.
