tsmoments.tsdistribution.estimate function

Extract the moments of an estimated distribution

## S3 method for class 'tsdistribution.estimate'
tsmoments(object, ...)

Arguments

• object: an object of class tsdistribution.estimate.
• ...: other arguments.

Returns

A vector of the first four moments of the distribution based on the estimated parameters. The kurtosis represents the value in excess of 3.