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Grocer >> Time series > st_dev

st_dev

standard deviation of a vector or a ts

CALLING SEQUENCE

sd=st_dev(x,cr)

PARAMETERS

Input

• x = a time series or a matrix

• cr= (only if x is a matrix and even in thta case optional)

 * 'r' or 1 for rowwise standard deviation

 * 'c' or 2 for columnwise standard deviation

Output

• s = the vector of the time series values

DESCRIPTION

Calculates the standard deviation of a vector or a timeseries.

EXAMPLE

load(GROCERDIR+'data/bdhenderic.dat') // load Hendry and Ericsson database
y=st_dev(lm1)

AUTHOR

Philippe.Castagliola Ecole des Mines de Nantes Eric Dubois 2002 for the part regarding ts
series Time series subper