Dear MATLAB community,
I have monthly time series data, and would like to compute time-series standard deviations of a variable for month t, which looks at values for a defined time frame. For instance, for the last 24 observations. Thus, the standard deviation for a variable at t should be computed of the t-24 to t values of that variable.
I could not find a solution in the forum, and would be extremely grateful for any recommendations.
Optimally, it should also ignore NaNs, as my data file has quite a few missing observations, due to the nature of the data.