thirmo {timsac} | R Documentation |
Compute the third order moments.
thirmo(y, lag = NULL, plot = TRUE)
y |
a univariate time series. |
lag |
maximum lag. Default is 2*sqrt(n), where n
is the length of the time series |
plot |
logical. If |
mean |
mean. |
acov |
autocovariance. |
acor |
normalized covariance. |
tmomnt |
third order moments. |
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.
data(bispecData) z <- thirmo(bispecData, lag = 30) z$tmomnt