Grocer Function
NAME
jbnorm - Jarque and Bera normality test
CALLING SEQUENCE
[rjbnorm]=jbnorm(res,np)
PARAMETERS
Input
-
res = a result tlist
- np= the string 'noprint' if the user doesn't want to print the results of the test.
Output
-
rjbnorm= a typed list with :
- rjbnorm('meth') = 'jbnorm'
- rjbnorm('r1st') = results of the first step regression (allows the "traceability" of the results)
- rjbnorm('chistat') = the value of the chi2 statistics
- rjbnorm('chi_pvalue') = the corresponding p-value
- rjbnorm('chi_df') = the corresponding degrees of freedom
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