JBStat: Double;
The JBStat property returns value of the Jarque-Bera statistics.
The Jarque-Bera criterion is used to verify the hypothesis of normality of model residuals.
To get the value of the Jarque-Bera statistics, use the ISummaryStatistics.ProbJBStat property.
To execute the example, add a link to the Stat system assembly.
Sub UserProc;
Var
LinearR: SmLinearRegress;
can, fr: Array[9] Of Double;
res, i: Integer;
Con: IIntercept;
ss: ISummaryStatistics;
Begin
LinearR := New SmLinearRegress.Create;
For i := 0 To 8 Do
can[i] := 1230 + i * 302;
fr[i] := 579.5 + i * 9.4;
End For;
// Set model parameters
LinearR.Explained.Value := can;
LinearR.Explanatories.Add.Value := fr;
Con := LinearR.ModelCoefficients.Intercept;
Con.Mode := InterceptMode.ManualEstimate;
// Calculate
res := LinearR.Execute;
ss := LinearR.SummaryStatistics;
Debug.Write("Jarque-Bera statistics: ");
Debug.WriteLine(ss.JBStat);
Debug.WriteLine("Jarque-Bera statistics probability");
Debug.WriteLine(ss.ProbJBStat);
End Sub UserProc;
After executing the example the console window displays values of Jarque-Bera statistics and Jarque-Bera statistics probability.
See also:
ISummaryStatistics | Jaque-Bera Statistic