Regress_JBTest
在1-alpha的置信水平下，Jarque-Bera检验：检验y是否符合正态分布；返回一个数组，第一个数为Jarque-Bera统计值，二为p值，三为原假设的值（0表示拒绝，1表示接受）； Jarque-Bera统计量： [img type="tslxml" file="media2024-03-20_WEfCpvnqqtg5qGJa/image570.png"][/img] 其中：S、K分别表是随即变量的偏度和峰度；T：样本容量； Jarque-Bera统计量服从渐进的[img type="tslxml" file="media2024-03-20_WEfCpvnqqtg5qGJa/image571.png"][/img]分布。 原假设：随机序列为正态分布
范例(t):
[code]
Y:=array(0.564,0.693,0.809,0.985,1.18,1.896,2.3,2.747,3);
return Regress_JBTest(y,0…
来源于.NET函数大全
Regression
范例(t):
[code]
Y:=array(0.001,0.564,0.193,0.809,0.585,0.48,0.35,0.896,0.823,0.747);
X:= array(
(0…
Regress_FTest
范例(t):
[code]
U:=array(0.245863,0.056726,-0.145411,-0.287547,-0.410684,0.012821,0.073042,0.201905,…
Regress_TTest
范例(t):


[code]


U:=array(0.245863,0.056726,-0.145411,-0.287547,-0.410684,-0.012821,0.073042,…
Regress_JBTest
范例(t):
[code]
Y:=array(0.564,0.693,0.809,0.985,1.18,1.896,2.3,2.747,3);
return Regress_JBTest(y,0…