jarque.test: Jarque-Bera test for normality

In moments: Moments, Cumulants, Skewness, Kurtosis and Related Tests

Jarque-Bera test for normality

Description

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 htest containing the following components:

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.

Author(s)

Frederick Novomestky [e-mail]

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 )

moments documentation built on May 2, 2022, 5:06 p.m.