normality_test {BRVM}

Normality test with univariate data

Description

Performs different types of normality test.

Usage

normality_test(x, type.test)

Arguments

x

a numeric vector or time series..

type.test

character such as "Anderson-Darling","Shapiro-Wilk","Jarque Bera","Cramer-von Mises","Shapiro-Francia","Lilliefors (Kolmogorov-Smirnov)","Pearson chi-square", "Agostino".

Value

a number that indicates the P-value of the normality test

Author(s)

Koffi Frederic SESSIE

See Also

stationarity_test

Other Test: stationarity_test()

Other BRVM: BRVM.index(), BRVM_cap(), BRVM_company_cap(), BRVM_company_rank(), BRVM_company_url(), BRVM_index_stock(), BRVM_index(), BRVM_market_activity(), BRVM_plot(), BRVM_stock_market(), BRVM_ticker_desc(), BRVM_traded_val(), company_cap(), company_country(), company_nbrank(), company_sector(), company_traded_val(), stationarity_test()

Examples

library(goftest)
library(tseries)
library(nortest)
library(fBasics)

# one and a half week stock index
# data including a weekend
y <-ts(c(5353.08,5409.24,5315.57,5270.53, 5211.66,NA,NA,5160.80,5172.37,5160.80,5172.37))

normality_test(y ,"Shapiro-Wilk")

my_data <- BRVM_get("snts", .from = "2020-02-05", .to = "2022-02-05" )
normality_test((my_data$Close), "Agostino")
normality_test((my_data$Close[1:50]), "Jarque Bera")