MOVSTD

Purpose:

Calculates the moving standard deviation of a series.

MOVSTD(series, N, rampflag, mode)

series

A series or table.

An integer, the number of points to compute the standard deviation as the series is processed.

rampflag

Optional. An integer, endpoint averaging flag.

0:	down
1:	up (default)

mode

Optional. An integer, the normalization mode. For N = length(series):

0:	Normalize by 1/(N-1) (default)
1:	Normalize by 1/N

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:

$image\std01.gif$

where the arithmetic mean is defined as:

$image\std02.gif$

The population standard deviation (mode == 1) is defined as:

$image\std03.gif$