Calculates the moving standard deviation of a series.
MOVSTD(series, N, rampflag, mode)
series |
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A series or table. |
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N |
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An integer, the number of points to compute the standard deviation as the series is processed. |
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rampflag |
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Optional. An integer, endpoint averaging flag.
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mode |
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Optional. An integer, the normalization mode. For
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A series or table.
W1: {1, 2, 4, 7}
W2: movstd(W1, 3)
returns the series {0, 0.612, 1.528, 2.517, 1.837, 0}
W3: movstd(W1, length(W1))
W3[length(w1)] == stdev(w1) == 2.645751
MOVSTD computes the moving standard deviation. For each section of length N, the sample standard deviation value (mode == 0) is defined as:
where the arithmetic mean is defined as:
The population standard deviation