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jarquebera_test_results

3 messages · Szűcs Ákos, David Winsemius, Dennis Murphy

Szűcs Ákos
# 
Hi!
I got a loop where i print out the results of Jarque Bera tests, but I 
have to put, the p-values in a vector. Can you help me how to do it in 
an effective way and not just typing in the results to a vector? Thanks 
a lot, here is the code:
for(i in 1:60){
print(jarque.bera.test(loghozamok[((20*(i-1))+1):(20*(i+11))]))}
David Winsemius
#
Sz?cs ?kos wrote:
The power is out here so I have no access to R. I can tell you what I would
have done. Go to the help page for that function and look at the Value
section. Generally functions return a list and you need to find the name of
the item that has the p-value. It's possible that there will be a print
method for the object returned and you might need to look at that page. As a
last resort you would look at the object returned with str().
Dennis Murphy
# 
Hi:

I'd double check the form of the upper bound of the sequence. In the
first case (i = 1), it uses the subvector loghozamok[1:220]; when i =
2, it uses the subvector loghozamok[21:260], etc. In the last case, it
uses loghozamok[1181:1420]. If instead you want to split the vector
into 60 groups of size 20, then this is easier (assuming that
loghozamok has length 1200):

gp <- rep(1:60, each = 20)
# Returns a vector
do.call(c, lapply(split(loghozamok, gp),
     function(z) unname(tseries::jarque.bera.test(z)$p.value)))

This works when gp and loghozamok have the same length.

# Small test:
x <- rnorm(100)
gp <- rep(1:5, each = 20)
do.call(c, lapply(split(x, gp),
     function(z) unname(tseries::jarque.bera.test(z)$p.value)))

        1         2         3         4         5
0.5849843 0.6745735 0.9453412 0.5978477 0.7207138

HTH,
Dennis
On Sun, Oct 30, 2011 at 10:23 AM, Sz?cs ?kos <szucsakos at t-online.hu> wrote: