tsEvaNanRunningStatistics {RtsEva}

tsEvaNanRunningStatistics

Description

Returns the moving statistical momentums to the forth.

Usage

tsEvaNanRunningStatistics(series, windowSize)

Arguments

series

The input time series data.

windowSize

The size of the moving window.

Details

This function calculates the running variance, running third statistical momentum, and running fourth statistical momentum for a given time series data using a moving window approach. The window size determines the number of observations used to calculate the statistics at each point.

Value

A data frame containing the following running statistics:

rnvar

running variance

rn3mom

running third statistical momentum

rn4mom

running fourth statistical momentum

Examples

series <- c(1,2,NaN,4,5,6,NaN,8,9,4,5,6,7,3,9,1,0,4,5,2)
windowSize <- 3
tsEvaNanRunningStatistics(series, windowSize)