Test for normality- Jarque-Bera

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AgentRose
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Joined: Sat Apr 02, 2022 7:23 am

Test for normality- Jarque-Bera

Postby AgentRose » Sun Apr 17, 2022 4:47 pm

What happens if your ARMA model has a very high JB value (non-normality), do you need to transform the data and redo everything (start the box-Jenkins methodology again)? H
ow would you transform the data if necessary?
Does the ARMA model typically give high non-normal residual?

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