| jarque.bera.test {tseries} | R Documentation |
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)