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). | ![]() | ![]() |