jarque.test
From moments v0.14
by Lukasz Komsta
JarqueBera test for normality
This function performs the JarqueBera 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 JarqueBera statistic is chisquare distributed with two degrees of freedom.
Value

A list with class
 statistic
 the list containing the JarqueBera statistic
 p.value
 the pvalue 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, 255259.
Examples
set.seed( 1234 )
x < rnorm( 1000 )
jarque.test( x )
Community examples
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