variances of n ts at a given date
[ts]=var_t(ts1,...,tsn)
* tsi = a time series
* ts = the time series whose values are, for each date the variance at this date of the values of the n time series
load(GROCERDIR+'/data/bdhenderic.dat') // load Hendry and Ericsson database y = var_t(delts(lm1),delts(lp),delts(ly)) | ![]() | ![]() |