R: Jarque-Bera Test

jarque.bera.test {tseries} | R Documentation

## Jarque–Bera Test

### Description

Tests the null of normality for `x` using the Jarque-Bera test statistic.

### Usage

    jarque.bera.test(x)

### Arguments

`x` | a numeric vector or time series.

### Details

This test is a joint statistic using skewness and kurtosis coefficients.

Missing values are not allowed.

### Value

A list with class `"htest"` containing the following components:

`statistic` | the value of the test statistic.
`parameter` | the degrees of freedom.
`p.value` | the p-value of the test.
`method` | a character string indicating what type of test was performed.
`data.name` | a character string giving the name of the data.

### Author(s)

A. Trapletti

### References

J. B. Cromwell, W. C. Labys and M. Terraza (1994): Univariate Tests for Time Series Models, Sage, Thousand Oaks, CA, pages 20–22.

### Examples

    x <- rnorm(100)  # null
    jarque.bera.test(x)

    x <- runif(100)  # alternative
    jarque.bera.test(x)

[Package tseries version 0.10-47 Index]