timsac (version 1.3.0)

thirmo: 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