Command to return p-value of Jarque Bera Statistic

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bjohn
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Joined: Fri Mar 11, 2011 8:13 am

Command to return p-value of Jarque Bera Statistic

Postby bjohn » Thu Jun 16, 2011 6:48 am

Eviews has the command @mean which return the mean of a vector / variable.

Eviews has a menu-based way to calculate the Jarque Bera statistic (or better still in my case, it's p-value) for a given vector/variable.

Is there a command similar to @mean which will return either the JB stat or the test statistic as a scalar?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Command to return p-value of Jarque Bera Statistic

Postby EViews Gareth » Thu Jun 16, 2011 8:21 am

http://forums.eviews.com/viewtopic.php?f=5&t=2335
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