Jarque and Bera normality test on the residuals of a regression
[jb,pn,s,k]=jbnorm_var1(y)
y = a vector of real values
jb = the value of the test
pn = its p-value
s = y's skewness
k = y's kurtosis
load(GROCERDIR+'/data/bdhenderic.dat'); y=series(delts(lm1)) [jb,pn,s,k]=jbnorm_var1(y) // Useful mainly for programming purpose (since des_stat does much more). | ![]() | ![]() |