Normality of the residuals, Jarque-Bera test, meaning of Chi^2 test for notrmality

Skip to first unread message

Michele Di Giacomo

Sep 6, 2021, 11:16:21 AMSep 6
to pystatsmodels
Hi All 
Can anybody
tell me
how to interpret the 'Chi^2 two-tail prob.'
that is provided in output from the
- statsmodels.stats.api  -   jarque_bera(model.resid)

Thanks a lot

Sep 6, 2021, 11:25:14 AMSep 6
to pystatsmodels

The pvalue has the usual interpretations.
If the pvalue is below a threshold like 0.05, then we reject the null hypothesis.
In this case a small pvalue indicates that the data is not consistent with a normal distribution.

Specifically, Jarque-Bera is a test for skew and kurtosis. 
If the tests rejects, then either skewness or kurtosis or both differe from a normal distribution.

chi2 test are based on a squared test statistic, so the test is always for deviation in the direction of smaller and larger deviations from the null hypothesis.
(always 2-sided for the underlying deviations.)


You received this message because you are subscribed to the Google Groups "pystatsmodels" group.
To unsubscribe from this group and stop receiving emails from it, send an email to
To view this discussion on the web visit
Reply all
Reply to author
0 new messages