Page 1 of 1

Jarque-Bera statistic

Posted: Mon Jan 30, 2012 3:20 am
by kiber_master
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

Re: Jarque-Bera statistic

Posted: Wed Feb 08, 2012 12:45 am
by kiber_master
Who don't you answer?

Re: Jarque-Bera statistic

Posted: Wed Feb 08, 2012 11:13 am
by EViews Gareth
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.

Re: Jarque-Bera statistic

Posted: Wed Feb 08, 2012 10:00 pm
by kiber_master
Ok, thanks