DescTools (version 0.99.6)

JarqueBeraTest: Jarque--Bera Test

Description

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

Usage

JarqueBeraTest(x)

Arguments

x

a numeric vector or time series.

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.

Details

This test is a joint statistic using skewness and kurtosis coefficients. Missing values are not allowed.

References

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

Examples

x <- rnorm(100)  # null
JarqueBeraTest(x)

x <- runif(100)  # alternative
JarqueBeraTest(x)