R: Third Order Moments

thirmo {timsac} | R Documentation

## 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

[Package timsac version 1.3.6 Index]