Grocer Function
NAME
jbnorm0 - Jarque and Bera normality test
CALLING SEQUENCE
[jb,pn]=jbnorm0(res,np)
PARAMETERS
Input
-
res = a result tlist
-
np= unused argument put for compatibility with other testing functions
Output
-
jb = the value of the test
- jn = its p-value
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 as numbers and are not displayed on screen.
EXAMPLE
[jb,pn]=jbnorm0(res)
This example is taken from jbnorm. Useful mainly for programming purpose (since jbnorm does much more).
AUTHOR
Eric Dubois 2002