Last data update: 2014.03.03

R: Jarque-Bera test for normality
jb.testR Documentation

Jarque-Bera test for normality

Description

Jarque-Bera test for normality

Usage

jb.test(x)

Arguments

x

a numeric vector

Value

A list with elements:

skewness

a numeric, an estimate of the excess skewness relative to the normal

kurtosis

a numeric, an estimate of the excess kurtosis relative to the normal

statistic

a numeric, the Jarque-Bera test statistic

df

2, the degrees of freedom

p.value

numeric between 0 and 1, the p-value of the test under the null of normality

Author(s)

Genaro Sucarrat, http://www.sucarrat.net/

Results