third | R Documentation |

Estimated third order moment for a time series.

third(data, n.lag, centre = TRUE, outmax = TRUE, plot = TRUE)

`data` |
a vector of equally spaced numeric observations (time series). |

`n.lag` |
the number of lags, maximum = length of time series. |

`centre` |
centre series by subtracting mean (default=TRUE). |

`outmax` |
display the (x,y) lag co-ordinates for the maximum and minimum values (default=TRUE). |

`plot` |
contour plot of the third order moment (default=TRUE). |

The third-order moment is the extension of the second-order moment
(essentially the autocovariance). The equation for the third order moment at
lags (j,k) is: *n^{-1}∑ X_t X_{t+j} X_{t+k}*. The third-order moment
is useful for testing for non-linearity in a time series, and is used by
`nonlintest`

.

`waxis` |
The axis – |

`third` |
The estimated third order moment in the range –n.lag to n.lag, including the symmetries. |

Adrian Barnett a.barnett@qut.edu.au

data(CVD) third(CVD$cvd, n.lag=12)

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