Displaying 20 results from an estimated 5000 matches similar to: "normality tests [Broadcast]"
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
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
2004 Oct 15
0
Re: Testing for normality of residuals in a regression model
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 regression model,
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
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?
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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2006 Jun 13
1
Cramer-von Mises normality test
Hi, this is my first help request so please bear with me.
I've been running some normality tests using the nortest package. For
some of my datasets the Cramer-von Mises normality test generates an
extremely high probability (e.g., 1.637e+31) and indicates normality
when the other tests do not. Is there something I'm misunderstanding
or potentially a bug in the code?
Below are the
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
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
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
2008 Feb 19
4
fitted values are different from manually calculating
Hello,
on a simple linear model the values produced from the fitted(model) function
are difference from manually calculating on calc. Will anyone have a clue...
or any insights on how fitted function calculates the values? Thank you.
--
-- Yianni
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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))]))}
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
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
2008 Feb 16
0
Normality Testing
I have compiled a package in R which performs the Doornik-Hansen (1994)
version of the omnibus normality test (a finite sample version of the
Jarque-Bera test), including a variation which allows for weak dependence
rather than independence of the variable(s) in question. I have tried to
contact the compiler of the "nortest" package (which deals with the same
subject) but have not
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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2006 Jun 14
1
Bug in nortest cvm.test package (PR#8980)
I believe there to be a bug in the cvm.test module of the nortest
package authored by Juergen Gross. I do not know how to contact the
author directly.
I've been running some normality tests using the nortest package. For
some of my datasets the Cramer-von Mises normality test generates an
extremely high probability (e.g., 1.637e+31) and indicates normality
when the other tests do