Jarque-Bera statistic

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kiber_master
Posts: 94
Joined: Fri Sep 23, 2011 3:56 am

Jarque-Bera statistic

Postby kiber_master » Mon Jan 30, 2012 3:20 am

Hello!

I've noted that E7 User's Guide give simplier formula for Jarque-Bera statistic (in comparison with E5). It doesn't count the number of parameters in model.

Why was it changed? What formula is more correct?

Thank you
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kiber_master
Posts: 94
Joined: Fri Sep 23, 2011 3:56 am

Re: Jarque-Bera statistic

Postby kiber_master » Wed Feb 08, 2012 12:45 am

Who don't you answer?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Jarque-Bera statistic

Postby EViews Gareth » Wed Feb 08, 2012 11:13 am

The documentation in EViews 5 was incorrect. We always calculated the non-degrees-of-freedom correct statistic, but the documentation in EViews 5 incorrectly stated that we were using the degrees-of-freedom corrected version.
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kiber_master
Posts: 94
Joined: Fri Sep 23, 2011 3:56 am

Re: Jarque-Bera statistic

Postby kiber_master » Wed Feb 08, 2012 10:00 pm

Ok, thanks
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