Distribución de la estadística de Jarque y Bera para la prueba de normalidad en una serie temporal estacionaria con datos faltantes
In this paper, we study the effect that produces the estimate of missing values in a time series in the distribution of the (Jarque- Bera, 1980) test of normality. The study is carried out via simulation and its character is exploratory. In this situation, the use of the bootstraping technique is re...
- Autores:
- Tipo de recurso:
- Article of journal
- Fecha de publicación:
- 2019
- Institución:
- Universidad Católica de Pereira
- Repositorio:
- Repositorio Institucional - RIBUC
- Idioma:
- spa
- OAI Identifier:
- oai:repositorio.ucp.edu.co:10785/9946
- Acceso en línea:
- https://revistas.ucp.edu.co/index.php/entrecienciaeingenieria/article/view/792
http://hdl.handle.net/10785/9946
- Palabra clave:
- Rights
- openAccess
- License
- Derechos de autor 2019 Entre Ciencia e Ingeniería
| Summary: | In this paper, we study the effect that produces the estimate of missing values in a time series in the distribution of the (Jarque- Bera, 1980) test of normality. The study is carried out via simulation and its character is exploratory. In this situation, the use of the bootstraping technique is recommended in order to obtain the empiric distribution of the statistic under consideration |
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