jarque.bera.test: Jarque-Bera Test

In tseries: Time Series Analysis and Computational Finance

Jarque–Bera Test

Description

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

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:

statistic	the value of the test statistic.
parameter	the degrees of freedom.
p.value	the p-value of the test.
method	a character string indicating what type of test was performed.
data.name	a character string giving the name of the data.

Author(s)

A. Trapletti

References

J. B. Cromwell, W. C. Labys and M. Terraza (1994): Univariate Tests for Time Series Models, Sage, Thousand Oaks, CA, pages 20–22.

Examples

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

x <- runif(100)  # alternative
jarque.bera.test(x)

tseries documentation built on Sept. 23, 2024, 5:11 p.m.