Grocer Function
NAME
var_t - variances of n ts at a given date
CALLING SEQUENCE
[ts]=var_t(ts1,...,tsn)
PARAMETERS
Input
Output
-
ts = the time series whose values are, for each date the variance at this date of the values of the n time series
DESCRIPTION
Computes the timeseries whose values are, for each date, the variance at this date of the values of n time series. Doubtful usefulness, but exists!
EXAMPLE
y = var(ts1,ts2,ts3,ts4)
For each date y is the variance of the values of ts1, ts2, ts3 and ts4 at this date.
AUTHOR
Eric Dubois 2002