@movskew |

Trailing moving skewness (propagate NAs).

n-period trailing moving skewness, propagating NAs.

Syntax: @movskew(x, n)

x: series

n integer, series

Return: series

For each observation and integer , compute the average () using the current and previous observations of the series,

and propagating missing values (NAs).

If n is not an integer, the integer floor will be used.

Examples

show @movskew(x, 12)

produces a linked series of the moving skew of the series x where NAs are propagated.

Cross-references

See also
@movkurt.

For the NA-ignoring variant of this function, see
@mskew.