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jarque.bera.test

Jarque–Bera Test

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

jarque.bera.test(x)

`x`	a numeric vector or time series.

This test is a joint statistic using skewness and kurtosis coefficients.

Missing values are not allowed.

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.

A. Trapletti

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

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

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

Time Series Analysis and Computational Finance

v0.10-48

GPL-2

Authors

Adrian Trapletti [aut], Kurt Hornik [aut, cre], Blake LeBaron [ctb] (BDS test code)

Initial release