STDERR

Purpose:

Calculates the standard error of a series or table.

STDERR(series)

series - An input series or table.

A series or table.

W1: gsin(100, .01, 0.8)

stderr(W1)

returns 0.071384.

The standard error of a series of length N is defined as:

$image\stderr01.gif$

Where s is the sample standard deviation:

$image\std01.gif$

and the arithmetic mean is defined as:

$image\std02.gif$

If the input is a table, STDERR calculates the standard error of each column.