https://github.com/cran/tseries
Tip revision: 676f5fd3403852ac41ec786b8bf662d90d0e76fa authored by Adrian Trapletti on 14 May 2001, 00:00:00 UTC
version 0.7-1
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}