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()