Grocer Function

NAME

jbnorm0 - Jarque and Bera normality test

CALLING SEQUENCE

[jb,pn]=jbnorm0(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 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