tmvar
Syntax
tmvar(T, X, window)
Please see Time-Based Moving Functions (tm-functions) for the parameters and windowing logic.
Details
Calculate the moving variance of X in a sliding window.
Examples
$ T = 1 1 3 5 8 15 15 20
$ X = 5 2 4 1 2 8 9 10
$ m=table(T as t, X as x)
$ select *, tmvar(t, x, 3) from m
t |
x |
tmvar_t |
|---|---|---|
1 |
5 |
|
1 |
2 |
4.5 |
3 |
4 |
2.3333 |
5 |
1 |
4.5 |
8 |
2 |
|
15 |
8 |
|
15 |
9 |
0.5 |
20 |
10 |
$ T = 2021.01.02 2021.01.02 2021.01.04 2021.01.05 2021.01.07 2021.01.08
$ X = NULL 4 NULL -1 2 4
$ m = table(T as t,X as x)
$ select *, tmvar(t, x, 3d) from m
t |
x |
tmvar_t |
|---|---|---|
2021.01.02 |
||
2021.01.02 |
4 |
|
2021.01.04 |
||
2021.01.05 |
-1 |
|
2021.01.07 |
2 |
4.5 |
2021.01.08 |
4 |
2 |
$ select *, tmvar(t, x, 1w) from m
t |
x |
tmvar_t |
|---|---|---|
2021.01.02 |
||
2021.01.02 |
4 |
|
2021.01.04 |
||
2021.01.05 |
-1 |
12.5 |
2021.01.07 |
2 |
6.333 |
2021.01.08 |
4 |
5.5833 |