The JB test-statistic is given by ?
Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter10: Statistics
Section10.1: Measures Of Center
Problem 9PPS
Related questions
Question
For the residuals derived from Sarah's regression, skewness (S) equals -0.93726 and kurtosis (K) equals 1.561158. Conduct the Jarque-Bera test of normality at α=0.01.
Starting with the following null and alternative hypotheses:
H0= Residuals are normally distributed.
H1= Residuals are not normally distributed.
part 3
Question 1
The JB test-statistic is given by ? |
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Question 2
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Question 3
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Question 4
What are the implications for the model given the result of the JB test above?
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