[R] Is there a way to specify different significance levels in jarque.bera.test()?
Uwe Ligges
ligges at statistik.uni-dortmund.de
Fri Feb 18 11:20:59 CET 2005
JTW wrote:
> Dear List:
>
> I am trying to understand how to use the
> jarque.bera.test() function of the "tseries" package.
> A numeric vector or time series seems to be the only
> argument required. What is the default significance
> level for rejecting the null of normality?
> Is there a way to specify different significance
> levels?
?????
It gives you the p-value! So you don't need to specify any significance
level \alpha. You can reject if p < \alpha for arbitrary (fixed) values
of \alpha.
Uwe Ligges
> platform i386-pc-mingw32
> arch i386
> os mingw32
> system i386, mingw32
> status
> major 2
> minor 0.0
> year 2004
> month 10
> day 04
> language R
>
> JW
>
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