Jarque–Bera test

The statistic was derived by Carlos M. Jarque and Anil K. Bera while working on their Ph.D. Thesis at the Australian National University. ==Jarque–Bera test in regression analysis==

According to Robert Hall, David Lilien, et al. (1995) when using this test along with multiple regression analysis the right estimate is: \mathit{JB} = \frac{n-k}{6} \left( S^2 + \frac14 (K-3)^2 \right) where n is the number of observations and k is the number of regressors when examining residuals to an equation. ==Implementations==

• ALGLIB includes an implementation of the Jarque–Bera test in C++, C#, Delphi, Visual Basic, etc. • gretl includes an implementation of the Jarque–Bera test • Julia includes an implementation of the Jarque-Bera test JarqueBeraTest in the HypothesisTests package. • MATLAB includes an implementation of the Jarque–Bera test, the function "jbtest". • Python statsmodels includes an implementation of the Jarque–Bera test, "statsmodels.stats.stattools.py". • R includes implementations of the Jarque–Bera test: jarque.bera.test in the package tseries, for example, and jarque.test in the package moments. • Wolfram includes a built in function called, JarqueBeraALMTest and is not limited to testing against a Gaussian distribution. ==See also==