Displaying 20 results from an estimated 47 matches for "bera".
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2010 Nov 17
2
Jarque-Bera test
Hello,
I'm so confused why I can't run Jarque-Bera test on my data. I have 9968
observation and I want to run Jarque-Bera test on them, but no matter how
hard I am trying I can't get it work. please let me know what should I do.
Best,
Kiana
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2007 Apr 27
2
Jarque-Bera and rnorm()
Folks,
I'm a bit puzzled by the fact that if I generate 100,000 standard normal
variates using rnorm() and perform the Jarque-Bera on the resulting vector,
I get p-values that vary drastically from run to run. Is this expected?
Surely the p-val should be close to 1 for each test?
Are 100,000 variates sufficient for this test?
Or is it that rnorm() is not a robust random number generator? I looked at
the skewness and exces...
2003 Oct 21
1
Jarque-Bera Test
Dear all,
i have the question about the using of Jarque-Bera Test by using R. The question is that I do not have in my package "ts" this test and can not obtain any information in the help-file. Could you help my? Where could I download the package and which one, to use the Jarque-Bera Test?
Thank You,
Susan
---------------------------...
2004 Jan 14
3
How can I test if time series residuals' are uncorrelated ?
Ok I made Jarque-Bera test to the residuals (merv.reg$residual)
library(tseries)
jarque.bera.test(merv.reg$residual)
X-squared = 1772.369, df = 2, p-value = < 2.2e-16
And I reject the null hypotesis (H0: merv.reg$residual are normally
distributed)
So I know that:
1 - merv.reg$residual aren't independently distr...
2007 Feb 22
1
Diagnostic Tests: Jarque-Bera Test / RAMSEY
...0.000000
SE Mean 0.001047
LCL Mean -0.002053
UCL Mean 0.002053
Variance 0.021186
Stdev 0.145554
Skewness -0.164821
Kurtosis 0.937282
However, when I use the jarque.bera.test(), the assumption of normality is
rejected.
> jarque.bera.test(IQR.in.mi02.nw.tdv.mix$residuals)
Jarque Bera Test
data: IQR.in.mi02.nw.tdv.mix$residuals
X-squared = 795.1296, df = 2, p-value < 2.2e-16
Therefore, I am wondering how good are the diagnostic test f...
2001 Feb 18
1
confused about names()
Hi all .. there is no doubt a simple answer to this, but it eludes me.
In the first session below ( with jarque.bera.test) you will see that
p.value prints with a name of X-squared .
This is easily fixed by changing the source to assign a
more appropriate name - no name is assigned in the source listing
below (the original source code of jarque.bera.test() from tseries).. but
what I don't understand is h...
2011 Oct 30
2
jarquebera_test_results
Hi!
I got a loop where i print out the results of Jarque Bera tests, but I
have to put, the p-values in a vector. Can you help me how to do it in
an effective way and not just typing in the results to a vector? Thanks
a lot, here is the code:
for(i in 1:60){
print(jarque.bera.test(loghozamok[((20*(i-1))+1):(20*(i+11))]))}
2005 Feb 17
1
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...
2009 Mar 31
1
Jarque-Bera test and Ljung-Box test for multivariate time series
Hi!
I know that there is function in fBasics package for univariate Jarque-Bera
test and a funtion for univariate Ljung-Box test in stats package. But I am
wondering if there is a function somewhere to do the tests for multivariate
time series?
Thanks,
John
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2011 Sep 14
0
pdf font example
...to use your own opentype otf fonts in an R-created pdf
file using the pdf device (not with the [excellent] CairoPDF device,
if only because it does not have colorspace [yet] and because it is
not available elsewhere). ?Importantly, the fonts should be embedded.
The example that follows embeds the bera fonts, which are freely
available in the TeXLive 2011 distribution. ?It tries to check
everything, so it should just work. ?you need only the otf and afm
files, which you can create online with a number of font converters.
file.exists <- function( fname ) length(Sys.glob(fname))>0
absolute....
2009 Dec 01
5
Normal tests disagree?
If I have data that I feed into shapio.test and jarque.bera.test yet they seem to disagree. What do I use for a decision?
For my data set I have p.value of 0.05496421 returned from the shapiro.test and 0.882027 returned from the jarque.bera.test. I have included the data set below.
Thank you.
Kevin
"Category","Period","Residual...
2008 Sep 04
1
help on jarque test
Hi all,
I used the function jarque.test (in the moments package) on my data set and
I obtained something like this:
Jarque-Bera Normality Test
data: x
JB = 4.8381, p-value = 0.089
alternative hypothesis: greater
or
Jarque-Bera Normality Test
data: x
JB = 2.6018, p-value = 0.2723
alternative hypothesis: greater
I cannot understand this. Please, someone can help me?
thank you
giov
--
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2009 Oct 29
2
Help with lang4
Hi
I seem to have run into a situation where I have more than 3 arguments to
pass to a function from C.
the following functions help me build an expression for evaluation:
lang
lang2
lang3
lang4
What should one do if there are more arguments than lang4 can handle?
Regards
Abhijit Bera
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2009 Aug 25
2
Clarifications please.
...he above output using mean?
4) From the above code segment, how can I deal with the SEXPREC val which is
returned by R_tryEval in the above code and convert it to my own local
vector datatype? How do I access the values of val? val will now be a
timeseries so how do i convert it?
Thanks
Abhijit Bera
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1999 Oct 25
1
GARCH models available
tseries_0.3-0 at CRAN now contains the following new features:
NelPlo Nelson-Plosser Macroeconomic Time Series
garch Fit GARCH Models to Time Series
get.hist.quote Download Historical Finance Data
jarque.bera.test Jarque-Bera Test
na.remove NA Handling Routines for Time Series
garch contains a GARCH estimation routine together with some of the
usual methods (print, plot, summary etc.). I plan to further implement a
simulate.garch() and to extend predict.garch() for multi-step for...
1999 Oct 25
1
GARCH models available
tseries_0.3-0 at CRAN now contains the following new features:
NelPlo Nelson-Plosser Macroeconomic Time Series
garch Fit GARCH Models to Time Series
get.hist.quote Download Historical Finance Data
jarque.bera.test Jarque-Bera Test
na.remove NA Handling Routines for Time Series
garch contains a GARCH estimation routine together with some of the
usual methods (print, plot, summary etc.). I plan to further implement a
simulate.garch() and to extend predict.garch() for multi-step for...
2007 May 25
3
normality tests
Hi all,
apologies for seeking advice on a general stats question. I ve run
normality tests using 8 different methods:
- Lilliefors
- Shapiro-Wilk
- Robust Jarque Bera
- Jarque Bera
- Anderson-Darling
- Pearson chi-square
- Cramer-von Mises
- Shapiro-Francia
All show that the null hypothesis that the data come from a normal
distro cannot be rejected. Great. However, I don't think it looks nice
to report the values of 8 different tests on a report. One note i...
2009 Oct 23
1
Confusion regarding allocating Matrices.
...elements that have been allocated but my program doesn't crash.
I don't find any specific R functions for reallocation incase my data set
grows. How do I reallocate? Is it necessary to reallocate or is R handling
the memory management for the matrix that I have allocated?
Regards
Abhijit Bera
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2012 Mar 28
2
Test Normality
Good Night
I made different test to check normality and multinormality in my dataset,
but I donĀ“t know which test is better.
To verify univariate normality I checked: shapiro.test, cvm.test, ad.test,
lillie.test, sf.test or jaque.bera.test and
To verify multivariate normal distribution I use mardia, mvShapiro.Test,
mvsf, mshapiro.test, mvnorm.e.
I have a dataset with almost 1000 data and 9 variables, in both cases the
result is non-normality. For this reason, I transformed data with bcPower
function and I want to check normali...
2004 Jan 13
3
How can I test if a not independently and not identically distributed time series residuals' are uncorrelated ?
I'm analizing the Argentina stock market (merv)
I download the data from yahoo
library(tseries)
Argentina <- get.hist.quote(instrument="^MERV","1996-10-08","2003-11-03", quote="Close")
merv <- na.remove(log(Argentina))
I made the Augmented Dickey-Fuller test to analyse
if merv have unit root:
adf.test(merv,k=13)
Dickey-Fuller = -1.4645,