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Determining Skew of Standard Deviations

  1. Mar 15, 2012 #1
    Determining Skew of a Data Set of Standard Deviations

    I currently have a formula to calculate the standard deviation of data using a sliding 20 period window which has allowed me to generate the histogram image seen below.

    TSBias.gif

    My question is what calculations or formulas would I need to run/use on the above data to determine the relative skew of the data over a sliding 20 period window? My interest is in smoothing the data to a certain extent in order to more easily discern the transitions from - to + skew.

    Any suggestions would be much appreciated.
     
    Last edited: Mar 15, 2012
  2. jcsd
  3. Mar 17, 2012 #2

    Stephen Tashi

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    Science Advisor

    You're asking how to tranform you data so it "looks better". This is like asking "What color should I paint my room?". There is no objective answer to this question since we don't know your requirements. We have no stochastic or physical model for the data. We don't know what decisions would be made on the basis for the transformed data, etc.
     
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