Normalize data to normal distribution

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Normalize data to normal distribution

Postby aliovalio » Wed May 12, 2021 12:50 pm


I have data series which needs to be normalized (Jarque-Bera = 6.22 and its probability below 0.05).

What action should be done to normalize data to normal distribution (log formula cannot be used, cause 4 out of 9 periods of this data series includes 0).

Non-normality and collinearity are NOT problems!
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Re: Normalize data to normal distribution

Postby startz » Wed May 12, 2021 2:21 pm

Could you explain a little more what you mean by normalizing a series, and perhaps why you want to do it?

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