std (Financial Time Series)

Standard deviation

Syntax

tsstd = std(tsobj)
tsstd = std(tsobj, flag)

Arguments

tsobj
Financial time series object

flag
(Optional) Normalization factor:
flag = 1 normalizes by N (number of observations).
flag = 0 normalizes by (N-1).

`tsobj`	Financial time series object
`flag`	(Optional) Normalization factor: `flag = 1` normalizes by N (number of observations). `flag = 0` normalizes by (N-1).

Description

tsstd = std(tsobj) computes the standard deviation of each data series in the financial time series object tsobj and returns the results in tsstd. tsstd is a structure with field name(s) identical to the data series name(s).

tsstd = std(tsobj, flag) normalizes the data as indicated by flag.

See Also

hist, mean

spctkd stochosc