[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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