Calculate residual skewness, kurtosis, and do the JB test for normality
Parameters: | resids : array-like |
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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 : |