Jarque–Bera Test

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

jarque.bera.test(x)

Arguments

x

a numeric vector or time series.

Details

This test is a joint statistic using skewness and kurtosis coefficients.

Missing values are not allowed.

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.

References

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

Author

A. Trapletti

Examples

x <- rnorm(100)  # null
jarque.bera.test(x)
#> 
#> 	Jarque Bera Test
#> 
#> data:  x
#> X-squared = 0.70956, df = 2, p-value = 0.7013
#> 

x <- runif(100)  # alternative
jarque.bera.test(x)
#> 
#> 	Jarque Bera Test
#> 
#> data:  x
#> X-squared = 7.2762, df = 2, p-value = 0.0263
#>