tmstdp

Syntax

tmstdp(T, X, window)

Please see tmFunctions for the parameters and windowing logic.

Details

Calculate the population standard deviation 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 *, tmstdp(t, x, 3) from m
t x tmstdp_t
1 5 0
1 2 1.5
3 4 1.2472
5 1 1.5
8 2 0
15 8 0
15 9 0.5
20 10 0
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 *, tmstdp(t, x, 3d) from m
t x tmstdp_t
2021.01.02
2021.01.02 4 0
2021.01.04 0
2021.01.05 -1 0
2021.01.07 2 1.5
2021.01.08 4 1
select *, tmstdp(t, x, 1w) from m
t x tmstdp_t
2021.01.02
2021.01.02 4 0
2021.01.04 0
2021.01.05 -1 2.5
2021.01.07 2 2.0548
2021.01.08 4 2.0463

Related Functions: mstdp, stdp