Jarque and Bera normality test on the residuals of a regression
[jb,pn,s,k]=jbnorm0(res,np)
* res = a result tlist
* np = unused argument put for compatibility with other testing functions
* jb = the value of the test
* pn = its p-value
* s = the skewness of the residuals
* k = the kurtosis of the residuals
load(GROCERDIR+'/data/bdhenderic.dat'); bounds('1964q3','1989q2'); rols=ols('delts(lm1-lp)','delts(lp)','delts(lagts(1,lm1-lp-ly))','rnet', 'lagts(1,lm1-lp-ly)', 'const'); //performs ols for Hendry and Ericsson (1991) equation 6 [jb,pn]=jbnorm0(rols) // Example taken from jbnorm. Useful mainly for programming purpose (since jbnorm does much more). | ![]() | ![]() |