CONFIG_EDAC_SKX is not available for thedefaultarchitecture x86.
Result is shown for architecture 64BIT

Intel Skylake server Integrated MC

modulename: skx_edac.ko

configname: CONFIG_EDAC_SKX

Linux Kernel Configuration
└─>Device Drivers
└─>EDAC (Error Detection And Correction) reporting
└─>Intel Skylake server Integrated MC
In linux kernel since version 3.10 (release Date: 2013-06-30)  
Support for error detection and correction the Intel
Skylake server Integrated Memory Controllers.

source code: