"StandardErrorBands" (Financial Indicator)

Is a statistical indicator.

Is computed using the closing price.

Returns three time series. The first is a 3-period simple moving average of the 21-period linear regression indicator. The second and third series are bands that are two standard errors above and below the moving average.

FinancialIndicator["StandardErrorBands",n1,n2,b] uses period-n1 linear regression, period-n2 moving averages, and bands b standard errors from the moving average. The first values in the time series are computed using partial periods.

Examples