normality_tests: Normality Tests

In rjd3toolkit: Utility Functions Around 'JDemetra+ 3.0'

Normality Tests

Description

Set of functions to test the normality of a time series.

Usage

bowmanshenton(data)

doornikhansen(data)

jarquebera(data, k = 0, sample = TRUE)

skewness(data)

kurtosis(data)

Arguments

data	data being tested.
k	number of degrees of freedom to be subtracted if the input time series is a series of residuals.
sample	boolean indicating if unbiased empirical moments should be computed.

Value

A c("JD3_TEST", "JD3") object (see statisticaltest for details).

Functions

• bowmanshenton(): Bowman-Shenton test

• doornikhansen(): Doornik-Hansen test

• jarquebera(): Jarque-Bera test

• skewness(): Skewness test

• kurtosis(): Kurtosis test

Examples

x <- rnorm(100) # null
bowmanshenton(x)
doornikhansen(x)
jarquebera(x)
skewness(x)
kurtosis(x)

x <- random_t(2, 100) # alternative
bowmanshenton(x)
doornikhansen(x)
jarquebera(x)
skewness(x)
kurtosis(x)

rjd3toolkit documentation built on Jan. 14, 2026, 1:06 a.m.