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\name{jarque.bera.test}
\alias{jarque.bera.test}
\title{Jarque--Bera Test}
\description{
Tests the null of normality for \code{x} using the Jarque-Bera
test statistic.
}
\usage{
jarque.bera.test(x)
}
\arguments{
\item{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 \code{"htest"} containing the following components:
\item{statistic}{the value of the test statistic.}
\item{parameter}{the degrees of freedom.}
\item{p.value}{the p-value of the test.}
\item{method}{a character string indicating what type of test was
performed.}
\item{data.name}{a character string giving the name of the data.}
}
\references{
J. B. Cromwell, W. C. Labys and M. Terraza (1994):
\emph{Univariate Tests for Time Series Models},
Sage, Thousand Oaks, CA, pages 20--22.
}
\author{A. Trapletti}
\examples{
x <- rnorm(100) # null
jarque.bera.test(x)
x <- runif(100) # alternative
jarque.bera.test(x)
}
\keyword{ts}
|
