wiki - ジャック・ベラのテスト解釈

Question

Jarque -Bera テストを実行したところ、次の結果が得られました。

JB=11.62 および p=1。

私はそれらを解釈することができません。助けてください

Answer 1

If your JB calculated is bigger than JB critical(you find it in a table but you have to know the level of significance) than you reject H0 else, you accept H0. You also have to take into consideration the p value. Usually if JBcalculated we accept H0(the residuals are normally distributed). Hope that this is helpful for you