std

Standard deviation

std is not recommended. Use timetable instead. For more information, see Convert Financial Time Series Objects fints to Timetables.

Syntax

tsstd = std(tsobj)
tsstd = std(tsobj,flag)

Arguments

tsobj	Financial time series object.
flag	(Optional) Normalization factor: flag = 1 normalizes by n (number of observations). flag = 0 normalizes by n-1.

Description

tsstd = std(tsobj) computes the standard deviation of each data series in the financial time series object tsobj and returns the results in tsstd. The tsstd output is a structure with field name(s) identical to the data series name(s).

tsstd = std(tsobj,flag) normalizes the data as indicated by flag.