tmvarp

语法

tmvarp(T, X, window)

参数说明和窗口计算规则请参考:tmFunctions

详情

在给定长度(以时间 T 衡量)的滑动窗口内计算 X 的总体方差。

例子

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 *, tmvarp(t, x, 3) from m
t x tmvarp_t
1 5 0
1 2 2.25
3 4 1.5556
5 1 2.25
8 2 0
15 8 0
15 9 0.25
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 *, tmvarp(t, x, 3d) from m
t x tmvarp_t
2021.01.02
2021.01.02 4 0
2021.01.04 0
2021.01.05 -1 0
2021.01.07 2 2.25
2021.01.08 4 1
select *, tmvarp(t, x, 1w) from m
t x tmvarp_t
2021.01.02
2021.01.02 4 0
2021.01.04 0
2021.01.05 -1 6.25
2021.01.07 2 4.2222
2021.01.08 4 4.1875

相关函数:mvarp, varp