https://github.com/cran/tseries
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Tip revision: 676f5fd3403852ac41ec786b8bf662d90d0e76fa authored by Adrian Trapletti on 14 May 2001, 00:00:00 UTC
version 0.7-1
Tip revision: 676f5fd
jarque.bera.test.Rd
\name{jarque.bera.test}
\title{Jarque--Bera Test}
\usage{
jarque.bera.test (x)
}
\alias{jarque.bera.test}
\arguments{
  \item{x}{a numeric vector or time series.}
}
\description{
  Tests the null of normality for \code{x} using the Jarque-Bera
  test statistic.
}
\details{
  This test is a joint statistic using skewness and kurtosis
  coefficients.
  
  Missing values are not allowed.
}
\value{
  A list with class \code{"htest"} containing the following components:
  \item{statistic}{the value of the test statistic.}
  \item{parameter}{the degrees of freedom.}
  \item{p.value}{the p-value of the test.}
  \item{method}{a character string indicating what type of test was
    performed.} 
  \item{data.name}{a character string giving the name of the data.}
}
\references{
  J. B. Cromwell, W. C. Labys and M. Terraza (1994): \emph{Univariate
    Tests for Time Series Models}, Sage, Thousand Oaks, CA, pp. 20-22.
}
\author{A. Trapletti}
\examples{
x <- rnorm (100)  # null
jarque.bera.test (x)

x <- runif (100)  # alternative
jarque.bera.test (x)
}
\keyword{ts}

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