calculate annualized Standard deviation for data that consists of several years

3 vues (au cours des 30 derniers jours)
hi,
I tried to compute the annualized standard deviation for data which consists of data from 8 complete years. is there a given formula to compute the annualized std deviation?
all I have found is this:
s = std(X)

Réponse acceptée

Tobias
Tobias le 22 Avr 2013
There is no annualized standard deviation, however, all matlab processes can be used only on parts of your data, so you could manually limit for std deviation calculation to only account for year 1, year 2 etc.
You did not specify how your data is stored, so I'm going to assume that it is a vector.
data =
1
2
3
4
5
6
Say 1 to 3 is year 1, 4 to 6 is year 2.
std_year1 = std(data(1:3,:)
The correct syntax is: data(rows, columns) where a single colon simply means all.

Plus de réponses (0)

Catégories

En savoir plus sur MATLAB dans Help Center et File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by