tscokurt

Generic method for the co-kurtosis of a model.

Generic methods for use in a time series probabilistic framework, allowing for a common calling convention across packages. Additional methods for time series prediction ensembles and probabilistic plotting of predictions is included. A more detailed description is available at <https://www.nopredict.com/packages/tsmethods> which shows the currently implemented methods in the 'tsmodels' framework.

Alexios Ghalanos

tsmethods

Time Series Methods

Alexios Galanos

tscokurt function

<dl><dt>object</dt>
<dd>an object.</dd>
<dt>...</dt>
<dd>additional parameters passed to the method.</dd></dl>

Arguments

Co-Kurtosis — tscokurt

<dl>

<dt>object</dt>
<dd>an object.</dd>


<dt>...</dt>
<dd>additional parameters passed to the method.</dd>

</dl>

tscokurt: Co-Kurtosis

Description

Usage

Value

Arguments

Details