lobato.statistic | R Documentation |

Computes the Lobato and Velasco's statistic. This test proves a normality assumption in correlated data employing the skewness-kurtosis test statistic, but studentized by standard error estimates that are consistent under serial dependence of the observations.

```
lobato.statistic(y, c = 1)
```

`y` |
a numeric vector or an object of the |

`c` |
a positive real value that identifies the total amount of values used in the cumulative sum. |

This function is the equivalent of `GestadisticoVn`

of *Nieto-Reyes, A.,
Cuesta-Albertos, J. & Gamboa, F. (2014)*.

A real value with the Lobato and Velasco test's statistic.

Alicia Nieto-Reyes and Asael Alonzo Matamoros.

Lobato, I., & Velasco, C. (2004). A simple test of normality in time series.
*Journal of econometric theory*. 20(4), 671-689.

Nieto-Reyes, A., Cuesta-Albertos, J. & Gamboa, F. (2014). A random-projection
based test of Gaussianity for stationary processes. *Computational
Statistics & Data Analysis, Elsevier*, vol. 75(C), pages 124-141.

`epps.statistic`

```
# Generating an stationary arma process
y = arima.sim(100,model = list(ar = 0.3))
lobato.statistic(y,3)
```

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