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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> https://stat.ethz.ch/mailman/listinfo/r-help
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