STDERR

Purpose:

Calculates the standard error of a series or table.

Syntax:

STDERR(series)

series  -  An input series or table.

Returns:

A series or table.

Example:

W1: gsin(100, .01, 0.8)

stderr(W1)

returns 0.071384.

Remarks:

The standard error of a series of length N is defined as:

Where s is the sample standard deviation:

and the arithmetic mean is defined as:

If the input is a table, STDERR calculates the standard error of each column.