thirmo

Functions for statistical analysis, prediction and control of time
series based mainly on Akaike and Nakagawa (1988) <ISBN 978-90-277-2786-2>.

Masami Saga

timsac

Time Series Analysis and Control Package

thirmo function

<dl> <dt>y</dt>
<dd>a univariate time series.</dd> <dt>lag</dt>
<dd>maximum lag. Default is \(2 \sqrt{n}\), where \(n\)
 is the length of the time series <code>y</code>.</dd> <dt>plot</dt>
<dd>logical. If <code>TRUE</code> (default), autocovariance <code>acor</code> is
 plotted.</dd></dl>

Arguments

Third Order Moments — thirmo

<dl>

 <dt>y</dt>
<dd>a univariate time series.</dd>

 <dt>lag</dt>
<dd>maximum lag. Default is \(2 \sqrt{n}\), where \(n\)
 is the length of the time series <code>y</code>.</dd>

 <dt>plot</dt>
<dd>logical. If <code>TRUE</code> (default), autocovariance <code>acor</code> is
 plotted.</dd>

</dl>

thirmo: Third Order Moments

Description

Usage

Value

Arguments

References

Examples