| jarque.test {moments} | R Documentation |
Jarque-Bera test for normality
Description
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. |
data.name |
name of the data argument. |
Author(s)
Frederick Novomestky fnovomes@poly.edu
References
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 )