Library: | finance |
See also: | skewness kurtosis |
Quantlet: | jarber | |
Description: | testing the normality of a data set |
Usage: | res = jarber(resid,printout) | |
Input: | ||
resid | n x 1 vector, observations | |
printout | scalar, 0: no printout (text output), 1: printout | |
Output: | ||
res.jb | scalar, test statistics of Jarque-Bera test | |
res.probjb | scalar, probability value of test statistics | |
res.sk | scalar, skewness | |
res.k | scalar, kurtosis |
library("finance") x = normal(100,1) {jb,probjb,sk,k} = jarber(x,1)
prints and returns JB-test statistic and its probability value, the standard deviation, skewness and kurtosis of the data in vector x