Description Usage Arguments Details Value References See Also Examples
This function performs the Lomnicki-Jarque-Bera Test of normality and returns test statistics and associated p-values.
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obj |
a vector or matrix of variables to be tested. |
x |
an object of the class "jbtest". |
digits |
the number of digits to be displayed. |
... |
optional arguments. Currently not in use. |
obj
is usually a vector or matrix of (the standardized) residuals
from a GARCH model.
An S3 class object "jbtest" is returned. It contains the test statistic and associated p-values.
Jarque, C.M. and A.K. Bera (1987), “A Test for Normality of Observations and Regression Residuals”, International Statistical Review, 55, 163–172.
Lomnicki, Z.A. (1961), “Tests for Departure from Normality in the Case of Linear Stochastic Processes”, Metrika, 4, 37–62.
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