Time Reversibility statistic
timeAsymmetry2(time.series, tau)The time simmetry statistic for the delays specified with tau.
The time series used to compute the statistic
Time delay used to compute the third order statistic.
Constantino A. Garcia
The time simmetry statistic measures the asymmetry of a time series under time reversal by implementing the third order statistic: $$E[s_n - s_{n-\tau})^3] $$. Since linear stochastic series are symmetric under time reversal, this statistic may be used for testing the assertion that the data was generated from a stationary linear stochastic process or not.
timeAsymmetry