[R-SIG-Finance] Problem with garch (tseries)

[Ricardo Zambrano Aguilera]

	greetings

	i have a doubt with the meaning of the jarque bera test and ljung box test, all because of this...
	1) why if i did simulate a garch(1,1) process with cond.dist="rnorm", then the jarque bera reject the null hyp??
	2)what it say me the box-ljung test??

	> creatingdata<-garchSim(model = list(omega = 1.0e-6, alpha = 0.1, beta = 0.8), n = 2000, 
	+     n.start = 100, presample = NULL, cond.dist = "rnorm", rseed = NULL)
	> adjuste<-garch(creatingdata,order=c(1,1))

	 ***** ESTIMATION WITH ANALYTICAL GRADIENT ***** 


	> summary(adjuste)

	Call:
	garch(x = creatingdata, order = c(1, 1))

	Model:
	GARCH(1,1)

	Residuals:
	     Min       1Q   Median       3Q      Max 
	-3.75511 -0.65994  0.01976  0.70273  3.12522 

	Coefficient(s):
	    Estimate  Std. Error  t value Pr(>|t|)    
	a0 8.245e-07   2.977e-07    2.770  0.00561 ** 
	a1 8.083e-02   1.847e-02    4.376 1.21e-05 ***
	b1 8.371e-01   4.198e-02   19.940  < 2e-16 ***
	---
	Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 

	Diagnostic Tests:
	        Jarque Bera Test

	data:  Residuals 
	X-squared = 2.6605, df = 2, p-value = 0.2644


	        Box-Ljung test

	data:  Squared.Residuals 
	X-squared = 0.083, df = 1, p-value = 0.7732

	> 


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