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:

 

image\stderr01.gif

 

Where s is the sample standard deviation:

 

image\std01.gif

 

and the arithmetic mean is defined as:

 

image\std02.gif

 

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

See Also:

STATS

STDEV