Test for normality- Jarque-Bera
Posted: 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?
ow would you transform the data if necessary?
Does the ARMA model typically give high non-normal residual?