help on jarque test
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