Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: finance
See also: skewness kurtosis

Quantlet: jarber
Description: testing the normality of a data set

Reference(s):

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

Example:
library("finance")
x = normal(100,1)
{jb,probjb,sk,k} = jarber(x,1)

Result:
prints and returns JB-test statistic and its
probability value, the standard deviation, skewness
and kurtosis of the data in vector x



Author: R. Tschernig, 20000427 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006