JTW
2005-Feb-17 18:23 UTC
[R] Is there a way to specify different significance levels in jarque.bera.test()?
Dear List: I am trying to understand how to use the jarque.bera.test() function of the "tseries" package. A numeric vector or time series seems to be the only argument required. What is the default significance level for rejecting the null of normality? Is there a way to specify different significance levels? platform i386-pc-mingw32 arch i386 os mingw32 system i386, mingw32 status major 2 minor 0.0 year 2004 month 10 day 04 language R JW
Uwe Ligges
2005-Feb-18 10:20 UTC
[R] Is there a way to specify different significance levels in jarque.bera.test()?
JTW wrote:> Dear List: > > I am trying to understand how to use the > jarque.bera.test() function of the "tseries" package. > A numeric vector or time series seems to be the only > argument required. What is the default significance > level for rejecting the null of normality? > Is there a way to specify different significance > levels?????? It gives you the p-value! So you don't need to specify any significance level \alpha. You can reject if p < \alpha for arbitrary (fixed) values of \alpha. Uwe Ligges> platform i386-pc-mingw32 > arch i386 > os mingw32 > system i386, mingw32 > status > major 2 > minor 0.0 > year 2004 > month 10 > day 04 > language R > > JW > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html