This function performs the Jarque-Bera test on the given data sample to determine
if the data are sample drawn from a normal population.
Usage
jarque.test(x)
Arguments
x
a numeric vector of data
Details
Under the hypothesis of normality, data should be symmetrical (i.e. skewness should
be equal to zero) and have skewness chose to three. The Jarque-Bera statistic is
chi-square distributed with two degrees of freedom.
Value
A list with class htest containing the following components:
statistic
the list containing the Jarque-Bera statistic
p.value
the p-value for the test.
alternative
a character string describing the alternative hypothesis.
method
a character string indicating what type of test was performed.
Jarque, C. M., Bera, A. K. (1980) Efficient test for normality, homoscedasticity and serial independence
of residuals, Economic Letters, Vol. 6 Issue 3, 255-259.
Examples
set.seed( 1234 )
x <- rnorm( 1000 )
jarque.test( x )