Home · Command reference

RainbowStats™ · Command reference

SKEW — Skewness

Summarize the asymmetry of the supplied observations.

Syntax

SKEW(series)
SKEW(seriesList)

Inputs and results

A single series returns one number. A series list returns a one-column matrix, with one skewness statistic per series in list order.

Example

x = LOGDIFF(SERIES_SINCE(INDPRO,20010101))
SKEW(x)

Notes and interpretation

Positive skewness indicates greater asymmetry toward the right tail; negative skewness indicates greater asymmetry toward the left tail. Skewness is dimensionless and sensitive to extreme observations. This command preserves the existing estimator and its handling of small samples or constant data.