Measure of spread of the input time series.
Returns the spread of the raw data vector using different statistical measures.
- Parameters:
- y : array-like
The input time series.
- spread_measure : str, optional
The spread measure to use:
’std’: standard deviation
’iqr’: interquartile range
’mad’: mean absolute deviation
’mead’: median absolute deviation
Default is 'std'.
- Returns:
The calculated spread measure.
- Return type:
float