Naoto
Occasional Contributor

How to get moving standard deviation

Is there any ways to calculate moving standard deviation?
I want to calculate standard deviation in each time period based on moving period.
*not fixed period, period is determined by user's input.

In Anaplan there is no function to calculate standard deviation like Excel's "=STEDEV.P()",
so I try to calculate it using multiple line items.

Line items for
A : Moving Average calculation of Figure
B : Figure - Average
C : B^2
D:移动平均计算C
E : Square root of D

To calculate one period of standard deviation is OK with above Line items,
however to calculate other time periods' standard deviation, these line item are not enough,
because only one "Average" can be used for one standard deviation calculation.

Is there any ideas to calculate standard deviation in each time period?

12 REPLIES12
ChrisAHeathcote
Community Boss

Try replacing the start period in the MOVINGSUM with-the user input.

Example; user selects 3.

=MOVINGSUM( Value, -UserInput, 0, AVERAGE )

Chris
HeathcoteAndHerran.com
Naoto
Occasional Contributor

Thank you.

Moving average calculation is OK, but the goal is to calculate moving standard deviation.

I continue to consider how to calculate.

ChrisAHeathcote
Community Boss

You need to calculate over a series of line items as suggested in your original post.
Chris
HeathcoteAndHerran.com