Library: | stats |
See also: | skewness kurtosis |
Macro: | jarber | |
Description: | Quantlet for testing the normality of a data set. |
Usage: | {jb,probJB,sk,k} = jarber(resid,printout) | |
Input: | ||
resid | (n x 1) matrix of observations | |
printout | scalar, 0: no printout, 1: printout | |
Output: | ||
jb | test statistic of Jarque-Bera test | |
probjB | probability value of test statistics | |
sk | skewness | |
k | kurtosis |
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
Library: | stats |
See also: | skewness kurtosis |