tseries (version 0.10-37)

jarque.bera.test: Jarque--Bera Test

Description

Tests the null of normality for x using the Jarque-Bera test statistic.

Usage

jarque.bera.test(x)

Arguments

x

a numeric vector or time series.

Value

A list with class "htest" containing the following components:

Details

This test is a joint statistic using skewness and kurtosis coefficients. Missing values are not allowed.

References

J. B. Cromwell, W. C. Labys and M. Terraza (1994): Univariate Tests for Time Series Models, Sage, Thousand Oaks, CA, pages 20--22.

Examples

x <- rnorm(100)  # null
jarque.bera.test(x)

x <- runif(100)  # alternative
jarque.bera.test(x)