Grocer Function

NAME

var_t - variances of n ts at a given date

CALLING SEQUENCE

[ts]=var_t(ts1,...,tsn)

PARAMETERS

Input

Output

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