# var

`var` is not recommended. Use `timetable` instead. For more information, see Convert Financial Time Series Objects fints to Timetables.

## Syntax

``y = var(X)``
``y = var(X,1)``
``y = var(X,W)``
``y = var(X,W,DIM)``

## Description

example

````y = var(X)` is a financial time series object and returns the variance of each series. `var` supports financial time series objects based on the MATLAB® `var` function. See `var`.```

example

````y = var(X,1)` normalizes by `N` and produces the second moment of the sample about its mean. `var(X, 0)` is the same as `var(X)`.```

example

````y = var(X,W)` computes the variance using the weight vector `W`. The length of `W` must equal the length of the dimension over which `var` operates, and its elements must be nonnegative. `var` normalizes `W` to sum to `1`. Use a value of `0` for `W` to use the default normalization by `N` – `1`, or use a value of `1` to use `N`.```

example

````y = var(X,W,DIM)` takes the variance along the dimension `DIM` of `X`.```

## Examples

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1. The variance is the square of the standard deviation. Consider if

` f = fints((today:today+1)', [4 -2 1; 9 5 7])`
```Warning: FINTS will be removed in a future release. Use TIMETABLE instead. > In fints (line 165) Warning: FINTS will be removed in a future release. Use TIMETABLE instead. > In fints/display (line 66) f = desc: (none) freq: Unknown (0) 'dates: (2)' 'series1: (2)' 'series2: (2)' 'series3: (2)' '02-Oct-2017' [ 4] [ -2] [ 1] '03-Oct-2017' [ 9] [ 5] [ 7] ```
2. Then it follows:

`var(f, 0, 1)`

is

```Warning: FINTS will be removed in a future release. Use TIMETABLE instead. > In fints/var (line 49) [12.5 24.5 18.0]```

and

`var(f, 0, 2)`

is

```Warning: FINTS will be removed in a future release. Use TIMETABLE instead. > In fints/var (line 49) [9.0; 4.0]```

## Input Arguments

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Financial time series object, specified as a `fints` object.

Data Types: `object`

Weight vector used in calculating variance, specified as a vector.

Data Types: `double`

Dimension of `X` used in calculating variance, specified as a scalar numeric.

Data Types: `double`

## Output Arguments

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Variance of each series, returned as a vector.

`var` normalizes `y` by `N``1` if `N` > `1`, where `N` is the sample size. This is an unbiased estimator of the variance of the population from which `X` is drawn, as long as `X` consists of independent, identically distributed samples. For `N` = `1`, `y` is normalized by `N`.

## Version History

Introduced before R2006a