jarque.bera.test(tseries) | R Documentation |
Tests the null of normality for x
using the Jarque-Bera
test statistic. It is a joint statistic using skewness and kurtosis
coefficients.
Missing values are not allowed.
jarque.bera.test (x)
x |
a numeric vector or time series. |
"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, pp. 20-22.
x <- rnorm (100) # null jarque.bera.test (x) x <- runif (100) # alternative jarque.bera.test (x)