thirmo: Third Order Moments

In timsac: Time Series Analysis and Control Package

Third Order Moments

Description

Compute the third order moments.

Usage

thirmo(y, lag = NULL, plot = TRUE)

Arguments

y	a univariate time series.
lag	maximum lag. Default is 2 \sqrt{n}, where n is the length of the time series y.
plot	logical. If TRUE (default), autocovariance acor is plotted.

Value

mean	mean.
acov	autocovariance.
acor	normalized covariance.
tmomnt	third order moments.

References

H.Akaike, E.Arahata and T.Ozaki (1975) Computer Science Monograph, No.6, Timsac74, A Time Series Analysis and Control Program Package (2). The Institute of Statistical Mathematics.

Examples

data(bispecData)
z <- thirmo(bispecData, lag = 30)
z$tmomnt

timsac documentation built on Sept. 30, 2023, 5:06 p.m.