Last data update: 2014.03.03
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R: Jarque-Bera test for normality
Jarque-Bera test for normality
Description
Jarque-Bera test for normality
Usage
jb.test(x)
Arguments
Value
A list with elements:
skewness |
a numeric, an estimate of the excess skewness relative to the normal
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kurtosis |
a numeric, an estimate of the excess kurtosis relative to the normal
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statistic |
a numeric, the Jarque-Bera test statistic
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df |
2, the degrees of freedom
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p.value |
numeric between 0 and 1, the p-value of the test under the null of normality
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Author(s)
Genaro Sucarrat, http://www.sucarrat.net/
Results
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