Set of functions to test the normality of a time series.
Usage
bowmanshenton(data)
doornikhansen(data)
jarquebera(data, k = 0, sample = TRUE)
skewness(data)
kurtosis(data)
Value
A c("JD3_TEST", "JD3")
object (see statisticaltest
for details).
Functions
bowmanshenton()
: Bowman-Shenton testdoornikhansen()
: Doornik-Hansen testjarquebera()
: Jarque-Bera testskewness()
: Skewness testkurtosis()
: Kurtosis test
Examples
x <- rnorm(100) # null
bowmanshenton(x)
#> Value: 1.124224
#> P-Value: 0.5700
doornikhansen(x)
#> Value: 1.797865
#> P-Value: 0.4070
jarquebera(x)
#> Value: 1.373862
#> P-Value: 0.5031
x <- random_t(2, 100) # alternative
bowmanshenton(x)
#> Value: 118.1413
#> P-Value: 0.0000
doornikhansen(x)
#> Value: 62.18855
#> P-Value: 0.0000
jarquebera(x)
#> Value: 133.492
#> P-Value: 0.0000