y = var(X) y = var(X, 1) y = var(X, W) y = var(X, W, DIM)
Financial times series object.
Weight vector used in calculating variance.
y = var(X), if
X is a
financial time series object and returns the variance of each series.
N is the sample size. This is an unbiased
estimator of the variance of the population from which
drawn, as long as
X consists of independent, identically
distributed samples. For
y = var(X, 1) normalizes by
produces the second moment of the sample about its mean.
0) is the same as
y = var(X, W) computes the variance using
the weight vector
W. The length of
equal the length of the dimension over which
and its elements must be nonnegative.
1. Use a value of
use the default normalization by
or use a value of
1 to use
y = var(X, W, DIM) takes the variance along
The variance is the square of the standard deviation. Consider if
f = fints((today:today+1)', [4 -2 1; 9 5 7])
var(f, 0, 1)
[12.5 24.5 18.0]
var(f, 0, 2)