[X,M,S] = stdise(X)
[X,M,S] = stdise(X,Flag)
X
[ tseries ] - Input tseries object whose data will be normalised.
Flag
[ 0 | 1 ] - flag==0
normalises by N-1, flag==1
normalises by N
, where N
is the sample length.
X
[ tseries ] - Output tseries object with standardised data.
XMeam
[ numeric ] - Estimated mean subtracted from the input tseries observations.
XStd
[ numeric ] - Estimated std deviation by which the input tseries observations have been divided.