tmvarp
New in version 1.30.14.
语法
tmvarp(T, X, window)
参数说明和窗口计算规则请参考: 时序滑动窗口系列(tm 系列)
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 |