ssSkewness

Purpose

Compute the sample skewness.

Format

g = ssSkewness(x[, bias])
Parameters:
  • x (Vector) – Nx1, sample data.

  • bias (Scalar) – Optional argument. Indicator for bias correction. If anything other than 0, bias correction is used. Default = 0.

Returns:

g (Scalar) – Sample skewness.

Examples

// Generate random vector of residuals
rndseed 929212;
resid = rndn(150, 1);

// Compute sample skewness
g = ssSkewness(resid);

The code above results in the following:

g = 0.3049

Source

ssmain.src

See also

Functions ssKurtosis(), ssJarqueBera()