Name
var_t — variances of n ts at a given date
CALLING SEQUENCE
[ts]=var_t(ts1,
,tsn)
PARAMETERS
- Input
tsi = a time series
- Output
ts = the time series whose values are, for each date the variance at this date of the values of the n time series
DESCRIPTION
Computes the timeseries whose values are, for each date, the variance at this date of the values of n time series. Doubtful usefulness, but exists!
EXAMPLE
y = var(ts1,ts2,ts3,ts4)
For each date y is the variance of the values of ts1, ts2, ts3 and ts4 at this date.