similar to: jarquebera_test_results

Displaying 20 results from an estimated 300 matches similar to: "jarquebera_test_results"

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 [[alternative HTML version deleted]]
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?
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 distributed (Box-Ljung test) 2 - merv.reg$residual aren't indentically
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" "CHILD HATS, WIGS &
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
2007 Feb 22
1
Diagnostic Tests: Jarque-Bera Test / RAMSEY
Hello R-Users, The following questions are not R-technical, but more of general statistical nature. 1. NORMALITY I built a normal linear regression model and now I want to check for the residual normality assumption. If I check the distribution graphically and look at the descriptive characteristics (skewness and kurtosis are below 1), I would confirm that the residuals are normally
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
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 --------------------------------- - New people, new
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,
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
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
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
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 os mingw32
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 [[alternative HTML version deleted]]
2006 Jun 20
1
GARCH
Dear all R-users, I have a GARCH related query. Suppose I fit a GARCH(1,1) model on a dataframe dat >garch1 = garch(dat) >summary(garch1) Call: garch(x = dat) Model: GARCH(1,1) Residuals: Min 1Q Median 3Q Max -4.7278 -0.3240 0.0000 0.3107 12.3981 Coefficient(s): Estimate Std. Error t value Pr(>|t|) a0 1.212e-04 2.053e-06 59.05 <2e-16 *** a1
2006 Jun 20
1
GARCH
Dear all R-users, I have a GARCH related query. Suppose I fit a GARCH(1,1) model on a dataframe dat >garch1 = garch(dat) >summary(garch1) Call: garch(x = dat) Model: GARCH(1,1) Residuals: Min 1Q Median 3Q Max -4.7278 -0.3240 0.0000 0.3107 12.3981 Coefficient(s): Estimate Std. Error t value Pr(>|t|) a0 1.212e-04 2.053e-06 59.05 <2e-16 *** a1
2007 May 25
1
normality tests [Broadcast]
The normality of the residuals is important in the inference procedures for the classical linear regression model, and normality is very important in correlation analysis (second moment)... Washington S. Silva > Thank you all for your replies.... they have been more useful... well > in my case I have chosen to do some parametric tests (more precisely > correlation and linear regressions
2005 Jan 17
3
Skewness test
Hi, is there a test for the H0 skewness=0 (or with skewness as test statistic and normality as H0) implemented in R? Thank you, Christian *********************************************************************** Christian Hennig Fachbereich Mathematik-SPST/ZMS, Universitaet Hamburg hennig at math.uni-hamburg.de, http://www.math.uni-hamburg.de/home/hennig/
2014 Sep 30
5
Clasificacion de individuos
Estimados apañeRos: La duda o propuesta que os voy a plantear es a la vez metodológica y relacionada con R. Me encuentro trabajando con tres variables que son el resultado de un computo de porcentajes. Me explico, se toma una muestra de n casos (unos 6.500 aprox) pertenecientes a i individuos (unos 230 aprox) en la que se comprueba si un determinado evento ha ocurrido o no, anotándose 1 en
2004 Feb 17
4
normality test
Hello, I am analysing several samples whose sizes are from 9 to 110. I would like to test their distribution with R, whether they are normal or not. I wonder which test for normality from R should I use . Thank you for help. Samuel Samuel BERTRAND Doctorant Laboratoire de Biomecanique LBM - ENSAM - CNRS UMR 8005 151, bd de l'Hopital 75013 PARIS Tel. +33 (0) 1 44 24 64 53 Fax +33 (0) 1