7.10.1.2. statsmodels.stats.stattools.jarque_bera¶

statsmodels.stats.stattools.jarque_bera(resids, axis=0)[source]¶

Calculate residual skewness, kurtosis, and do the JB test for normality

Parameters:	resids : array-like axis : int, optional Default is 0
Returns:	JB, JBpv, skew, kurtosis JB = n/6*(S^2 + (K-3)^2/4) JBpv is the Chi^2 two-tail probability value skew is the measure of skewness kurtosis is the measure of kurtosis