Computes the skewness and kurtosis values of a univariate or multivariate (vector) time series. Wire data to the Xt input to determine the polymorphic instance to use or manually select the instance.


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Inputs/Outputs

  • cmsdt.png Xt —

    Xt specifies the univariate time series.

  • cerrcodeclst.png error in (no error) —

    error in describes error conditions that occur before this node runs. This input provides standard error in functionality.

  • idbl.png skewness —

    skewness returns the skewness value of the input time series.

  • idbl.png kurtosis —

    kurtosis returns the kurtosis value of the input time series.

  • ierrcodeclst.png error out —

    error out contains error information. This output provides standard error out functionality.

    • TSA Skewness and Kurtosis Details

    This VI calculates the skewness value according to the following equation:

    where n is the number of samples of the input time series Xt, m is the arithmetic mean of Xt, and s is the standard deviation of Xt. Skewness is a symmetry measurement of the time series distribution. Negative values indicate left skewness. Positive values indicate right skewness.

    This VI calculates the kurtosis value according to the following equation:

    where n is the number of samples of the input time series Xt, m is the arithmetic mean value of Xt, and s is the standard deviation of Xt. Kurtosis is a peakedness measurement of the time series distribution. Kurtosis values close to 3 indicate normal-peak distribution. Kurtosis values less than 3 indicate a flatter distribution than normal distribution. Kurtosis values greater than 3 indicate a sharper distribution than normal distribution.

    Examples

    Refer to the Series Statistical Analysis VI in the labview\examples\Time Series Analysis\TSAGettingStarted directory for an example of using the TSA Skewness and Kurtosis VI.