[R] help on jarque test

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giov

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Sep 4, 2008, 11:17:57 AM9/4/08
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Hi all,
I used the function jarque.test (in the moments package) on my data set and
I obtained something like this:


Jarque-Bera Normality Test

data: x
JB = 4.8381, p-value = 0.089
alternative hypothesis: greater

or

Jarque-Bera Normality Test

data: x
JB = 2.6018, p-value = 0.2723
alternative hypothesis: greater


I cannot understand this. Please, someone can help me?


thank you

giov


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Ben Bolker

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Sep 4, 2008, 1:21:33 PM9/4/08
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giov <biowoman <at> libero.it> writes:

>
>
> Hi all,
> I used the function jarque.test (in the moments package) on my data set and
> I obtained something like this:
>
> Jarque-Bera Normality Test
>
> data: x
> JB = 4.8381, p-value = 0.089
> alternative hypothesis: greater
>
> or
>
> Jarque-Bera Normality Test
>
> data: x
> JB = 2.6018, p-value = 0.2723
> alternative hypothesis: greater
>
> I cannot understand this. Please, someone can help me?

You need to give us more information. What don't you
understand? Depending on your precise question,
you may need to look up information about
the Jarque-Bera test (a reference is given in the help
file), or ask a local consultant more about the statistical
issues involved, or perhaps read more about statistical
hypothesis testing in general ... ?

Generally speaking, neither of the examples you show above
gives strong indication of non-normality. In the first case,
there is a 9% chance under the null hypothesis that the
test statistic would be as greater than or greater than that
observed in the data; in the second case that probability
is 27%.

Ben Bolker

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