matlab计算var,Variance

var

Variance

Syntax

y = var(X)

y = var(X,1)

y = var(X,W)

y = var(X,W,DIM)

Arguments

XFinancial time series object.

WWeight vector used in calculating variance.

DIMDimension of X used in calculating

variance.

Description

var supports financial time series objects based on the MATLAB®

var function. See var.

y = var(X), if X is a financial time series

object and returns the variance of each series.

var normalizes y by N –

1 if N > 1, where

N is the sample size. This is an unbiased estimator of the

variance of the population from which X is drawn, as long as

X consists of independent, identically distributed samples. For

N = 1, y is normalized by

N.

y = var(X,1) normalizes by N and produces the

second mo