thirmo {timsac}

Third Order Moments

Description

Compute the third order moments.

Usage

thirmo(y, lag = NULL, plot = TRUE)

Arguments

y

a univariate time series.

lag

maximum lag. Default is 2 \sqrt{n}, where n is the length of the time series y.

plot

logical. If TRUE (default), autocovariance acor is plotted.

Value

mean

mean.

acov

autocovariance.

acor

normalized covariance.

tmomnt

third order moments.

References

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.

Examples

data(bispecData)
z <- thirmo(bispecData, lag = 30)
z$tmomnt