Command to return p-value of Jarque Bera Statistic
Posted: 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?
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?