statsmodels.stats.stattools.jarque_bera

statsmodels.stats.stattools.jarque_bera(resids, axis=0)

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