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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 [[alternative HTML version deleted]]

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...

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...

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 ---------------------...

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...

...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...

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 understan...

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))]))}

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...

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 [[alternative HTML version deleted]]

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","Re...

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-st...

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-st...

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...

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,

...r t value Pr(>|t|) a0 1.212e-04 2.053e-06 59.05 <2e-16 *** a1 1.001e+00 4.165e-02 24.04 <2e-16 *** b1 2.435e-15 1.086e-02 2.24e-13 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Diagnostic Tests: Jarque Bera Test data: Residuals X-squared = 54480.76, df = 2, p-value < 2.2e-16 Now I want to store the value of Pr(>|t|) for coefficient a0, a1, and b1, and also values of these coefficients, so that I can use them in future separately. I know that I can do it for coefficients by using the com...

...r t value Pr(>|t|) a0 1.212e-04 2.053e-06 59.05 <2e-16 *** a1 1.001e+00 4.165e-02 24.04 <2e-16 *** b1 2.435e-15 1.086e-02 2.24e-13 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Diagnostic Tests: Jarque Bera Test data: Residuals X-squared = 54480.76, df = 2, p-value < 2.2e-16 Now I want to store the value of Pr(>|t|) for coefficient a0, a1, and b1, and also values of these coefficients, so that I can use them in future separately. I know that I can do it for coefficients by using the com...

...t; > > > > > > > > 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 hypo...

Dear Federico, see: ? shapiro.test(stats) Shapiro-Wilk Normality Test and ? jarque.bera.test(tseries) Jarque-Bera Test They are the most common tests used for normality testing. Ciao Vito Federico Gherardini wrote on Fri Oct 15 14:44:18 CEST 2004: Hi all, Is it possible to have a test value for assessing the normality of residuals from a linear regressi...

...000000000000000000011111111122222222222222222222222222+128 1 | 000001133333477 2 | 000 3 | 3 4 | 5 | 000 6 | 7 | 8 | 9 | 10 | 00000 >quantile(V3,c(0.1,0.9)) 10% 90% 0.0 0.1 La primera variable V1 aparece como Normal segun los test de Kolmogorv-Smirnov, Jarque-Bera (simetria), Agostino (simetria) y Anscombe (curtosis) pero como No Normal segun el test de Shapiro-Wilks. Las otras dos no aparecen como Normales en ninguno de los test, logicamente al tener una asimetria tan fuerte. He probado transformando mediante Box-Cox pero la ni la raiz cuadadrada,...