@mskew |

Trailing moving skewness (ignore NAs).

n-period trailing moving skewness, ignoring NAs.

Syntax: @mskew(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 ignoring missing values (NAs).

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

Examples

show @mskew(x, 12)

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

Cross-references

See also
@mkurt for moving kurtosis.

For the NA-propagating variant of this function, see
@movskew.