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@movkurt

Trailing moving kurtosis (propagate NAs).

n-period trailing moving kurtosis, propagating NAs.

Syntax: @movkurt(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 propagating missing values (NAs).

If n is not an integer, the integer floor

will be used.

Examples

show @movkurt(x, 12)

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

Cross-references

See also @movskew for the trailing moving skewness.

See @mkurt for an NA-excluding version of this function.