tmskew
Syntax
tmskew(T, X, window, [biased=true])
Please see Time-Based Moving Functions (tm-functions) for the common parameters and windowing logic.
Parameters
biased is a Boolean value indicating whether the result is biased. The default value is true, meaning the bias is not corrected.
Details
Calculate the moving skewness of X in a sliding window.
Examples
$ tmskew(1 1 3 5 8 15 15 20, 5 2 4 1 2 8 9 10, 3)
[,0,-0.381801774160607,0,,,0,]
$ index = take(datehour(2019.06.13 13:30:10),4) join (datehour(2019.06.13 13:30:10)+1..6)
$ data = 1 NULL 3 4 5 NULL 3 NULL 5 3
$ tmskew(index, data, 4h)
[,,,-0.3818,,,0,0,0,0.7071]
$ tmskew(index, data, 2d)
[,,0,-0.3818,-0.4347,-0.4347,-0.37,-0.37,-0.5653,-0.4363]