jarque bera

[Rodrigo Briceño-2]

Dear SPSS users. Do any of you know a syntax to calculate jarque bera test?

--
Rodrigo Briceño
Economist
[hidden email]
MSN: [hidden email]
SKYPE: rbriceno1087

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[David Marso]

Look up the formula in a stats resource and use COMPUTE to calculate the value.
I Googled it, found a Wikipedia link and the formula is very simple!!!
http://en.wikipedia.org/wiki/Jarque%E2%80%93Bera_test .
It is a straightforward function of the sample skew, kurtosis and sample size.
COMPUTE JB=n/6* (S**2 + .25 * (K-3)**2 ).
where
n is sample size.
S is sample skew.
K is sample kurtosis.
Note:  Appears that the kurtosis (DESC_K) printed in DESCRIPTIVES already takes K-3 into account.
Use
COMPUTE JB=n/6* (S**2 + .25 * (DESC_K)**2 ).

You *could* have provided the formula yourself !!  I had *NEVER* heard of it!
You could use OMS to snag the values from DESC output or use AGGREGATE to compute the squared, cubed and fourth power sums of (Xi-X_bar) and use them in the other formulas in the Wiki article (I *AM NOT* going to type them out)!
HTH, David
--

Rodrigo Briceño-2 wrote

Dear SPSS users. Do any of you know a syntax to calculate jarque bera test?

--
Rodrigo Briceño
Economist
[hidden email]
MSN: [hidden email]
SKYPE: rbriceno1087

=====================
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[Allum, Jeff]

I will be out of the office from Wednesday, December 7 through Sunday, December 11 while attending the CGS annual meeting. I will reply to your e-mail after I return on Monday, December 12.
Jeff
____________________________
Jeff Allum
Research Associate
Council of Graduate Schools
One Dupont Circle, NW, Suite 230
Washington, DC 20036-1173
[phone] (direct)
[phone] (main)
[phone] (fax)
[hidden email]<mailto:[hidden email]>
www.cgsnet.org<http://www.cgsnet.org/>

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[Jon K Peck]

Note that the JB statistic is asymptotically Chi-Squared(2), but the convergence is very slow.

Jon Peck (no "h") aka Kim
Senior Software Engineer, IBM
[hidden email]
new phone: [phone]




From:        David Marso <[hidden email]>
To:        [hidden email]
Date:        12/06/2011 04:18 PM
Subject:        Re: [SPSSX-L] jarque bera
Sent by:        "SPSSX(r) Discussion" <[hidden email]>

---

Look up the formula in a stats resource and use COMPUTE to calculate the
value.
I Googled it, found a Wikipedia link and the formula is very simple!!!
http://en.wikipedia.org/wiki/Jarque%E2%80%93Bera_test .
It is a straightforward function of the sample skew, kurtosis and sample
size.
COMPUTE JB=n/6* (S**2 + .25 * (K-3)**2 ).
where
n is sample size.
S is sample skew.
K is sample kurtosis.
Note:  Appears that the kurtosis (DESC_K) printed in DESCRIPTIVES already
takes K-3 into account.
Use
COMPUTE JB=n/6* (S**2 + .25 * (DESC_K)**2 ).

You *could* have provided the formula yourself !!  I had *NEVER* heard of
it!
You could use OMS to snag the values from DESC output or use AGGREGATE to
compute the squared, cubed and fourth power sums of (Xi-X_bar) and use them
in the other formulas in the Wiki article (I *AM NOT* going to type them
out)!
HTH, David
--




Rodrigo Briceño-2 wrote
>
> Dear SPSS users. Do any of you know a syntax to calculate jarque bera
> test?
>
> --
> Rodrigo Briceño
> Economist
> rjbriceno@
> MSN: jbric98@
> SKYPE: rbriceno1087
>
> =====================
> To manage your subscription to SPSSX-L, send a message to
> LISTSERV@.UGA (not to SPSSX-L), with no body text except the
> command. To leave the list, send the command
> SIGNOFF SPSSX-L
> For a list of commands to manage subscriptions, send the command
> INFO REFCARD
>


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