thirmo {timsac}R Documentation

Third Order Monents

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

[Package timsac version 1.2.1 Index]