Grocer Function

NAME

jbnorm - Jarque and Bera normality test

CALLING SEQUENCE

[rjbnorm]=jbnorm(res,np)

PARAMETERS

Input

Output

DESCRIPTION

Computes Jarque and Bera normality test (see Jarque, C. M., and Bera, A. K. (1980). ' Efficient tests for normality, homoskedasticity and serial independence of regression residuals', Economics Letters, 6, 255-259). Results are stored in a tlist and displayed on screen if the user has not given as second argument 'noprint'.

EXAMPLE

jbnorm(rols)

This example is taken from hendryericsson. The example provides the normality test for Hendry and Ericsson equation # 6, whose results have been stored in tlist rols.

AUTHOR

Eric Dubois 2002