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@mkurt

Trailing moving kurtosis (ignore NAs).

n-period trailing moving kurtosis, ignoring NAs.

Syntax: @mkurt(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 @mkurt(x, 12)

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

Cross-references

See also @mskew for centered moving skewness.

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