jarque.test
From moments v0.14
by Lukasz Komsta
Jarque-Bera test for normality
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
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.
Value
-
A list with class
- 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.
htest containing the following components: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 )
Community examples
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