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]