skewness: Skewness

In TSA: Time Series Analysis

Skewness

Description

Computes the skewness of the data

Usage

skewness(x, na.rm = FALSE)

Arguments

x	data
na.rm	logical variable, if true, missing values are excluded from analysis

Details

Given data x_1,x_2,…, x_n, the sample skewness is defined by the formula:

\frac{∑_{i=1}^n (x_i-\bar{x})^3/n}{(∑_{i=1}^n (x_i-\bar{x})^2/n)^{3/2}}.

Value

The function returns the skewness of the data.

Author(s)

Kung-Sik Chan

Examples

data(CREF)
r.cref=diff(log(CREF))*100
skewness(r.cref)

TSA documentation built on July 5, 2022, 5:05 p.m.