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: stats
See also: skewness kurtosis

Macro: jarber
Description: Quantlet for testing the normality of a data set.

Reference(s):

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

Example:
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

Library: stats
See also: skewness kurtosis

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

Author: Tschernig 000427
(C) MD*TECH Method and Data Technologies, 17.8.2000