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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