Tests the null of normality for x using the Jarque-Bera
test statistic. It is a joint statistic using skewness and kurtosis
coefficients.
Missing values are not allowed.
Usage
jarque.bera.test (x)
Arguments
x
a numeric vector or time series.
Value
A list with class "htest" containing the following components:
statisticthe value of the test statistic.
parameterthe degrees of freedom.
p.valuethe p-value of the test.
methoda character string indicating what type of test was
performed.
data.namea character string giving the name of the data.
References
J. B. Cromwell, W. C. Labys and M. Terraza (1994): Univariate
Tests for Time Series Models, Sage, Thousand Oaks, CA, pp. 20-22.