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
load(GROCERDIR+'data/bdhenderic.dat') // load Hendry and Ericsson database
y = var_t(delts(lm1),delts(lp),delts(ly))