Time series of skewness
Posted: Mon Jun 29, 2015 2:05 am
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
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