TSA (version 0.99)

skewness: Skewness

Description

Computes the skewness of the data

Usage

skewness(x, na.rm = FALSE)

Arguments

x

data

na.rm

logical variable, if true, missing values are excluded from analysis

Value

• The function returns the skewness of the data.

Details

Given data $x_1,x_2,\ldots, x_n$, the sample skewness is defined by the formula: $$\frac{\sum_{i=1}^n (x_i-\bar{x})^3/n}{(\sum_{i=1}^n (x_i-\bar{x})^2/n)^{3/2}}.$$

Examples

data(CREF)
r.cref=diff(log(CREF))*100
skewness(r.cref)