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---------

Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

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title, description, keywords
title description keywords
normality The page provides comprehensive instructions on how to use the 'normality' function in stock market data analysis. It offers examples of how the function can be used to calculate different statistics, including Kurtosis, Skewness, Jarque-Bera, Shapiro-Wilk, and Kolmogorov-Smirnov, thereby assisting in deciding whether the data has a Gaussian distribution.
normality tests
stock market
statistics
Kurtosis
Skewness
Jarque-Bera
Shapiro-Wilk
Kolmogorov-Smirnov
data analysis

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

Normality tests

Usage

normality

Parameters

This command has no parameters

Examples

2022 Feb 16, 11:11 (🦋) /stocks/qa/ $ normality
            Normality Statistics
┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━┳━━━━━━━━━┓
┃                    ┃ Statistic ┃ p-value ┃
┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━╇━━━━━━━━━┩
│ Kurtosis           │ 10.2422   │ 0.0000  │
├────────────────────┼───────────┼─────────┤
│ Skewness           │ -0.2238   │ 0.8229  │
├────────────────────┼───────────┼─────────┤
│ Jarque-Bera        │ 1155.1958 │ 0.0000  │
├────────────────────┼───────────┼─────────┤
│ Shapiro-Wilk       │ 0.9265    │ 0.0000  │
├────────────────────┼───────────┼─────────┤
│ Kolmogorov-Smirnov │ 0.4680    │ 0.0000  │
└────────────────────┴───────────┴─────────┘