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 |