stats.stattools.jarque_bera()

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 :