SciencesPo (version 1.3.8)

jarque.bera: Jarque-Bera test for normality

Description

This function performs the Jarque-Bera test on the given data sample to determine if the data are sample drawn from a normal population.

Usage

jarque.bera(x)

Arguments

x

A numeric vector of data.

Details

The Jarque-Bera statistic is chi-square distributed with two degrees of freedom. Under the hypothesis of normality, data should be symmetrical (i.e. skewness should be equal to zero) and have skewness chose to three.

References

Jarque, C. M., Bera, A. K. (1980) Efficient test for normality, homoscedasticity and serial independence of residuals, Economic Letters, Vol. 6 Issue 3, 255-259.

Examples

set.seed(1234)
x <- rnorm(1000)
jarque.bera(x)