ssfortran.diagnostics.jarque_bera

ssfortran.diagnostics.jarque_bera(x)

Test for normality with the Jarque-Bera statistic.

\(JB = n (S^2 / 6 + (K - 3)^2 / 24)\) with skewness S and kurtosis K, referred to \(\chi^2_2\) (DK §2.12.1).

Parameters:

xarray_like

Residuals.

Returns:

jbfloat

The statistic.

pvaluefloat

Its p-value.

skewfloat

Sample skewness.

kurtosisfloat

Sample kurtosis (3 for the normal distribution).