How do you perform the Jarque-Bera test in SAS?
Anyone know how to perform the Jarque-Bera in SAS? A snippet of code would be profoundly appreciated.
Anyone know how to perform the Jarque-Bera in SAS? A snippet of code would be profoundly appreciated.
DavidK93
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The Jarque-Bera test, though relatively complex, ultimately comes down to the application of a formula. JB = (n/6)(S^2 + (1/4)(K - 3)^2), where n is the number of samples or degrees of freedom, S is the skewness, and K is the kurtosis. S and K are themselves formulaic in nature, based on the data set, and are fully detailed in my first reference. You just need to use SAS to input those formulae. A summation is accomplished by indexing the data and then using a FOR loop that is instructed to add data points until the indices are exhausted.