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scikits.statsmodels.stats.stattools.jarque_bera

scikits.statsmodels.stats.stattools.jarque_bera(resids)[source]

Calculate residual skewness, kurtosis, and do the JB test for normality

Parameters :

resids : array-like

Returns :

JB, JBpv, skew, kurtosis :

JB = n/6*(S^2 + (K-3)^2/4) :

JBpv is the Chi^2 two-tail probability value :

skew is the measure of skewness :

kurtosis is the measure of kurtosis :

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