Yahoo Answers is shutting down on May 4th, 2021 (Eastern Time) and beginning April 20th, 2021 (Eastern Time) the Yahoo Answers website will be in read-only mode. There will be no changes to other Yahoo properties or services, or your Yahoo account. You can find more information about the Yahoo Answers shutdown and how to download your data on this help page.

OPM
Lv 7
OPM asked in Science & MathematicsMathematics · 1 decade ago

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.

1 Answer

Relevance
  • 1 decade ago
    Favorite Answer

    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.

Still have questions? Get your answers by asking now.