jarque.bera.test

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Jarque--Bera Test

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

Keywords
ts
Usage
jarque.bera.test (x)
Arguments
x
a numeric vector or time series.
Details

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

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.

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

x <- runif (100)  # alternative
jarque.bera.test (x)
Documentation reproduced from package tseries, version 0.7-4, License: GPL (see file COPYING), except for ./src/muin2ser.f and ./misc which are free for non-commercial purposes. See file README for details.

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