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a simpler test for normality given skewness, kurtosis and autocorrelation and size of time series
I typically do a JB (Jarque Bera) test and DW (Durbin Watson) tests for check for normality given skewness, kurtosis and autocorrelation of the data. However this requires a CHI distribution table ...
Mar 21 '12 at 20:16
newest normal-distribution testing questions feed
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