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error on stddev estimate [message #61745]

Tue, 29 July 2008 09:30

R.G. Stockwell
Messages: 363
Registered: July 1999

Senior Member

I am analyzing some data, and I am making a point about
how the stddev of a time series is changing over time.

After a quick look through the help, there doesn't seem to be
an estimate on the error of a standard deviation estimate (in the code).

Anyone have that code handy?

As an example, my data is like 2006 had a mean of 10 and a std dev of 2.
2007 had a mean of 10 and a std dev of 4. I'd like to get estimates
on the error in my results of std devs (of the 2 and the 4).

Cheers,
bob

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