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Standardization of the residuals

A pre-requisite to much of the analysis is that the residual time series be standardized. The standardizing $ z$ transform, $ z = \frac{x
- \mu}{\sigma}$, is applied to each time series

$\displaystyle z = \frac{x - \bar x}{s},$ (27)

where the computational formula for $ s$ is

$\displaystyle s = \sqrt {\frac{\sum x^2 - \frac{({\sum x})^2}{N}}{N-1}}.$ (28)

David Flitney 2001-11-29