moments (version 0.14)

jarque.test: 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.test(x)

Arguments

x
a numeric vector of data

Value

A list with class htest containing the following components:
statistic
the list containing the Jarque-Bera statistic
p.value
the p-value for the test.
alternative
a character string describing the alternative hypothesis.
method
a character string indicating what type of test was performed.
data.name
name of the data argument.

Details

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

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.test( x )