## jarque bera sample size used

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rbriceno
Posts: 15
Joined: Wed Dec 08, 2010 1:46 pm

### jarque bera sample size used

Hello friends of the forum. I'm using Eviews 7 for estimation of some time series regression. When I run Jarque Bera tests I noticed that the sample size is reduced in one observation. I don't know if this is particular to me, since my data file always have a ZERO as the final observation. It is this a possible cause of my problem?

Example: my first data series start at 1 and ends at observation 133 (with a zero value). Jarque bera is estimated with only 132 observations, instead of 133.

EViews Gareth
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Posts: 12462
Joined: Tue Sep 16, 2008 5:38 pm

### Re: jarque bera sample size used

Could you describe how you know that only 132 observations are being used?

For example, if I run the following simple program, it is clear that all observations are being used:

Code: Select all

`create u 133series y=nrndseries x=nrndequation e1.ls y c xscalar jb =133/6*(@skew(resid)*@skew(resid) + (@kurt(resid)-3)^2/4)show jbshow e1.hist`

rbriceno
Posts: 15
Joined: Wed Dec 08, 2010 1:46 pm

### Re: jarque bera sample size used

Thanks for your mail Gareth. I have data numbered from 1 to 133 (for my dependent variable). Then I ran the regression and ask for JB (sample there is from 1 to 132). Maybe I'm not considering something more simple about the way regressions are estimated in Eviews:

Series: Residuals
Sample 1 132
Observations 132

Mean 1.18e-16
Median -0.064637
Maximum 1.142320
Minimum -0.443211
Std. Dev. 0.248322
Skewness 2.250969
Kurtosis 9.861139

Jarque-Bera 370.3847
Probability 0.000000

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12462
Joined: Tue Sep 16, 2008 5:38 pm

### Re: jarque bera sample size used

It isn't that the Jarque-Bera is being calculated using 132 observations, rather it is that the entire regression only used 132 observations. I bet if you look at your equation output, it will say at the top that only 132 observations were used.

EViews probably dropped one observation from the regression since data wasn't available (because of lags, or missing numbers etc...)

rbriceno
Posts: 15
Joined: Wed Dec 08, 2010 1:46 pm

### Re: jarque bera sample size used

You're right Gareth. The estimation of JB allowed me to detect one error that I made when converting excel files to eveiws file. By mistake the last observation was skipped. That was the source of one missing observation and then Eviews dropped. Thanks again for your help.