The JB test-statistic is given by ?
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
For the residuals derived from Sarah's regression, skewness (S) equals -0.93726 and kurtosis (K) equals 1.561158. Conduct the Jarque-Bera test of normality at α=0.01.
Starting with the following null and alternative hypotheses:
H0= Residuals are normally distributed.
H1= Residuals are not normally distributed.
part 3
Question 1
The JB test-statistic is given by ? |
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Question 2
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Question 3
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Question 4
What are the implications for the model given the result of the JB test above?
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