Time series of skewness

[Flors]

Hi,

i guess the answer to my question is obvious but I haven´t been able to find it.

I have got a series of DAX returns. I would like to show how the skewness of this series behaves over time.
I´ve computed the respective skewness and got a plot with the respective skewness at every specific day.

However I want to show something like a trend (not the trend function) or something like the mean, to emphasize the behaviour of the skewness.

How can I do this?

Best regards

[trubador]

Code: Select all

@movskew

[Flors]

okay thanks

and how do i insert that code if "rt" is my return?

[Flors]

Okay I´ve got it.

What I would like to know as well is:

I want to calculate long term skewness, such that my plot represents my skewness from day 1 to day 2, day 1 to day 3, ...day 1 to day n

Is this somehow possible ?

[EViews Gareth]

There is no cumulative skewness function built in.

[startz]

Perhaps calculate the 2-day return, the 3-day return, etc. And then calculate the skewness of those series?