{"id":461,"date":"2023-07-29T20:03:47","date_gmt":"2023-07-29T20:03:47","guid":{"rendered":"https:\/\/statorials.org\/pl\/jak-wykonac-test-jarque-bera-w-r\/"},"modified":"2023-07-29T20:03:47","modified_gmt":"2023-07-29T20:03:47","slug":"jak-wykonac-test-jarque-bera-w-r","status":"publish","type":"post","link":"https:\/\/statorials.org\/pl\/jak-wykonac-test-jarque-bera-w-r\/","title":{"rendered":"Jak wykona\u0107 test jarque-bera w r"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><strong>Test Jarque-Bera<\/strong> to test dobroci dopasowania, kt\u00f3ry okre\u015bla, czy przyk\u0142adowe dane wykazuj\u0105 sko\u015bno\u015b\u0107 i kurtoz\u0119 odpowiadaj\u0105ce <a href=\"https:\/\/statorials.org\/pl\/rozk\u0142ad-normalny\/\" target=\"_blank\" rel=\"noopener\">rozk\u0142adowi normalnemu<\/a> .<\/span><\/p>\n<p> <span style=\"color: #000000;\">Statystyka testu Jarque-Bera jest zawsze liczb\u0105 dodatni\u0105 i je\u015bli jest daleka od zera, oznacza to, \u017ce przyk\u0142adowe dane nie maj\u0105 rozk\u0142adu normalnego.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Statystyk\u0119 testow\u0105 <em><strong>JB<\/strong><\/em> definiuje si\u0119 jako:<\/span><\/p>\n<p style=\"text-align: center;\"> <span style=\"color: #000000;\"><em><strong>JB<\/strong><\/em> =[(n-k+1) \/ 6] * [S <sup>2<\/sup> + (0,25*(C-3) <sup>2<\/sup> )]<\/span><\/p>\n<p> <span style=\"color: #000000;\">gdzie <em>n<\/em> to liczba obserwacji w pr\u00f3bie, <em>k<\/em> to liczba regresor\u00f3w (k = 1, je\u015bli nie jest stosowane w kontek\u015bcie regresji), <em>S<\/em> to sko\u015bno\u015b\u0107 pr\u00f3bki, a <em>C<\/em> to kurtoza pr\u00f3bki.<\/span><\/p>\n<p> <span style=\"color: #000000;\">W ramach zerowej hipotezy <sup>normalno\u015bci<\/sup> <em>JB ~<\/em><\/span><\/p>\n<p> <span style=\"color: #000000;\">W tym samouczku wyja\u015bniono, jak wykona\u0107 test Jarque-Bera w j\u0119zyku R.<\/span><\/p>\n<h2> <span style=\"color: #000000;\"><strong>Test Jarque-Bera w R<\/strong><\/span><\/h2>\n<p> <span style=\"color: #000000;\">Aby wykona\u0107 test Jarque-Bera dla przyk\u0142adowego zbioru danych, mo\u017cemy skorzysta\u0107 z pakietu <strong>tseries<\/strong> :<\/span><\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#install (if not already installed) and load <em>tseries<\/em> package<\/span>\nif(!require(tseries)){install.packages('tseries')}\n\n<span style=\"color: #008080;\">#generate a list of 100 normally distributed random variables<\/span>\ndataset &lt;- rnorm(100)\n\n<span style=\"color: #008080;\">#conduct Jarque-Bera test<\/span>\njarque.bera.test(dataset)\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">Generuje to nast\u0119puj\u0105ce dane wyj\u015bciowe:<\/span><\/p>\n<p> <span style=\"color: #000000;\">To m\u00f3wi nam, \u017ce statystyka testowa wynosi 0,67446, a warto\u015b\u0107 p wynosi 0,7137. W takim przypadku nie byliby\u015bmy w stanie odrzuci\u0107 hipotezy zerowej, \u017ce dane maj\u0105 rozk\u0142ad normalny.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Wynik ten nie powinien by\u0107 zaskakuj\u0105cy, poniewa\u017c wygenerowany przez nas zbi\u00f3r danych sk\u0142ada si\u0119 ze 100 zmiennych losowych o rozk\u0142adzie normalnym.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Zamiast tego rozwa\u017c, czy wygenerowali\u015bmy zbi\u00f3r danych sk\u0142adaj\u0105cy si\u0119 z listy 100 zmiennych losowych o r\u00f3wnomiernym rozk\u0142adzie:<\/span><\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#install (if not already installed) and load <em>tseries<\/em> package<\/span>\nif(!require(tseries)){install.packages('tseries')}\n\n<span style=\"color: #008080;\">#generate a list of 100 uniformly distributed random variables<\/span>\ndataset &lt;- runif(100)\n\n<span style=\"color: #008080;\">#conduct Jarque-Bera test<\/span>\njarque.bera.test(dataset)\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">Generuje to nast\u0119puj\u0105ce dane wyj\u015bciowe:<\/span><\/p>\n<p> <span style=\"color: #000000;\">To m\u00f3wi nam, \u017ce statystyka testowa wynosi 8,0807, a warto\u015b\u0107 p testu wynosi 0,01759. W tym przypadku odrzuciliby\u015bmy hipotez\u0119 zerow\u0105, \u017ce dane maj\u0105 rozk\u0142ad normalny. Mamy wystarczaj\u0105ce dowody, aby stwierdzi\u0107, \u017ce dane w tym przyk\u0142adzie nie maj\u0105 rozk\u0142adu normalnego.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Wynik ten nie powinien by\u0107 zaskakuj\u0105cy, poniewa\u017c wygenerowany przez nas zbi\u00f3r danych sk\u0142ada si\u0119 ze 100 zmiennych losowych o rozk\u0142adzie r\u00f3wnomiernym. W ko\u0144cu dane maj\u0105 by\u0107 dystrybuowane r\u00f3wnomiernie, a nie normalnie.<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Test Jarque-Bera to test dobroci dopasowania, kt\u00f3ry okre\u015bla, czy przyk\u0142adowe dane wykazuj\u0105 sko\u015bno\u015b\u0107 i kurtoz\u0119 odpowiadaj\u0105ce rozk\u0142adowi normalnemu . Statystyka testu Jarque-Bera jest zawsze liczb\u0105 dodatni\u0105 i je\u015bli jest daleka od zera, oznacza to, \u017ce przyk\u0142adowe dane nie maj\u0105 rozk\u0142adu normalnego. Statystyk\u0119 testow\u0105 JB definiuje si\u0119 jako: JB =[(n-k+1) \/ 6] * [S 2 + [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3],"tags":[],"class_list":["post-461","post","type-post","status-publish","format-standard","hentry","category-przewodnik"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Jak wykona\u0107 test Jarque-Bera w R - Statorials<\/title>\n<meta name=\"description\" content=\"Prosty poradnik jak wykona\u0107 test Jarque-Bera w R.\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/statorials.org\/pl\/jak-wykonac-test-jarque-bera-w-r\/\" \/>\n<meta property=\"og:locale\" content=\"pl_PL\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Jak wykona\u0107 test Jarque-Bera w R - Statorials\" \/>\n<meta property=\"og:description\" content=\"Prosty poradnik jak wykona\u0107 test Jarque-Bera w R.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/statorials.org\/pl\/jak-wykonac-test-jarque-bera-w-r\/\" \/>\n<meta property=\"og:site_name\" content=\"Statorials\" \/>\n<meta property=\"article:published_time\" content=\"2023-07-29T20:03:47+00:00\" \/>\n<meta name=\"author\" content=\"Benjamin Anderson\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Napisane przez\" \/>\n\t<meta name=\"twitter:data1\" content=\"Benjamin Anderson\" \/>\n\t<meta name=\"twitter:label2\" content=\"Szacowany czas czytania\" \/>\n\t<meta name=\"twitter:data2\" content=\"2 minuty\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/statorials.org\/pl\/jak-wykonac-test-jarque-bera-w-r\/\",\"url\":\"https:\/\/statorials.org\/pl\/jak-wykonac-test-jarque-bera-w-r\/\",\"name\":\"Jak wykona\u0107 test Jarque-Bera w R - Statorials\",\"isPartOf\":{\"@id\":\"https:\/\/statorials.org\/pl\/#website\"},\"datePublished\":\"2023-07-29T20:03:47+00:00\",\"dateModified\":\"2023-07-29T20:03:47+00:00\",\"author\":{\"@id\":\"https:\/\/statorials.org\/pl\/#\/schema\/person\/6484727a4612df3e69f016c3129c6965\"},\"description\":\"Prosty poradnik jak wykona\u0107 test Jarque-Bera w R.\",\"breadcrumb\":{\"@id\":\"https:\/\/statorials.org\/pl\/jak-wykonac-test-jarque-bera-w-r\/#breadcrumb\"},\"inLanguage\":\"pl-PL\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/statorials.org\/pl\/jak-wykonac-test-jarque-bera-w-r\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/statorials.org\/pl\/jak-wykonac-test-jarque-bera-w-r\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Dom\",\"item\":\"https:\/\/statorials.org\/pl\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Jak wykona\u0107 test jarque-bera w r\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\/\/statorials.org\/pl\/#website\",\"url\":\"https:\/\/statorials.org\/pl\/\",\"name\":\"Statorials\",\"description\":\"Tw\u00f3j przewodnik po kompetencjach statystycznych!\",\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\/\/statorials.org\/pl\/?s={search_term_string}\"},\"query-input\":\"required name=search_term_string\"}],\"inLanguage\":\"pl-PL\"},{\"@type\":\"Person\",\"@id\":\"https:\/\/statorials.org\/pl\/#\/schema\/person\/6484727a4612df3e69f016c3129c6965\",\"name\":\"Benjamin Anderson\",\"image\":{\"@type\":\"ImageObject\",\"inLanguage\":\"pl-PL\",\"@id\":\"https:\/\/statorials.org\/pl\/#\/schema\/person\/image\/\",\"url\":\"https:\/\/statorials.org\/pl\/wp-content\/uploads\/2023\/11\/Benjamin-Anderson-96x96.jpg\",\"contentUrl\":\"https:\/\/statorials.org\/pl\/wp-content\/uploads\/2023\/11\/Benjamin-Anderson-96x96.jpg\",\"caption\":\"Benjamin Anderson\"},\"description\":\"Cze\u015b\u0107, jestem Benjamin i jestem emerytowanym profesorem statystyki, kt\u00f3ry zosta\u0142 oddanym nauczycielem Statorials. Dzi\u0119ki bogatemu do\u015bwiadczeniu i wiedzy specjalistycznej w dziedzinie statystyki ch\u0119tnie dziel\u0119 si\u0119 swoj\u0105 wiedz\u0105, aby wzmocni\u0107 pozycj\u0119 uczni\u00f3w za po\u015brednictwem Statorials. Wiedzie\u0107 wi\u0119cej\",\"sameAs\":[\"https:\/\/statorials.org\/pl\"]}]}<\/script>\n<!-- \/ Yoast SEO plugin. -->","yoast_head_json":{"title":"Jak wykona\u0107 test Jarque-Bera w R - Statorials","description":"Prosty poradnik jak wykona\u0107 test Jarque-Bera w R.","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/statorials.org\/pl\/jak-wykonac-test-jarque-bera-w-r\/","og_locale":"pl_PL","og_type":"article","og_title":"Jak wykona\u0107 test Jarque-Bera w R - Statorials","og_description":"Prosty poradnik jak wykona\u0107 test Jarque-Bera w R.","og_url":"https:\/\/statorials.org\/pl\/jak-wykonac-test-jarque-bera-w-r\/","og_site_name":"Statorials","article_published_time":"2023-07-29T20:03:47+00:00","author":"Benjamin Anderson","twitter_card":"summary_large_image","twitter_misc":{"Napisane przez":"Benjamin Anderson","Szacowany czas czytania":"2 minuty"},"schema":{"@context":"https:\/\/schema.org","@graph":[{"@type":"WebPage","@id":"https:\/\/statorials.org\/pl\/jak-wykonac-test-jarque-bera-w-r\/","url":"https:\/\/statorials.org\/pl\/jak-wykonac-test-jarque-bera-w-r\/","name":"Jak wykona\u0107 test Jarque-Bera w R - Statorials","isPartOf":{"@id":"https:\/\/statorials.org\/pl\/#website"},"datePublished":"2023-07-29T20:03:47+00:00","dateModified":"2023-07-29T20:03:47+00:00","author":{"@id":"https:\/\/statorials.org\/pl\/#\/schema\/person\/6484727a4612df3e69f016c3129c6965"},"description":"Prosty poradnik jak wykona\u0107 test Jarque-Bera w R.","breadcrumb":{"@id":"https:\/\/statorials.org\/pl\/jak-wykonac-test-jarque-bera-w-r\/#breadcrumb"},"inLanguage":"pl-PL","potentialAction":[{"@type":"ReadAction","target":["https:\/\/statorials.org\/pl\/jak-wykonac-test-jarque-bera-w-r\/"]}]},{"@type":"BreadcrumbList","@id":"https:\/\/statorials.org\/pl\/jak-wykonac-test-jarque-bera-w-r\/#breadcrumb","itemListElement":[{"@type":"ListItem","position":1,"name":"Dom","item":"https:\/\/statorials.org\/pl\/"},{"@type":"ListItem","position":2,"name":"Jak wykona\u0107 test jarque-bera w r"}]},{"@type":"WebSite","@id":"https:\/\/statorials.org\/pl\/#website","url":"https:\/\/statorials.org\/pl\/","name":"Statorials","description":"Tw\u00f3j przewodnik po kompetencjach statystycznych!","potentialAction":[{"@type":"SearchAction","target":{"@type":"EntryPoint","urlTemplate":"https:\/\/statorials.org\/pl\/?s={search_term_string}"},"query-input":"required name=search_term_string"}],"inLanguage":"pl-PL"},{"@type":"Person","@id":"https:\/\/statorials.org\/pl\/#\/schema\/person\/6484727a4612df3e69f016c3129c6965","name":"Benjamin Anderson","image":{"@type":"ImageObject","inLanguage":"pl-PL","@id":"https:\/\/statorials.org\/pl\/#\/schema\/person\/image\/","url":"https:\/\/statorials.org\/pl\/wp-content\/uploads\/2023\/11\/Benjamin-Anderson-96x96.jpg","contentUrl":"https:\/\/statorials.org\/pl\/wp-content\/uploads\/2023\/11\/Benjamin-Anderson-96x96.jpg","caption":"Benjamin Anderson"},"description":"Cze\u015b\u0107, jestem Benjamin i jestem emerytowanym profesorem statystyki, kt\u00f3ry zosta\u0142 oddanym nauczycielem Statorials. Dzi\u0119ki bogatemu do\u015bwiadczeniu i wiedzy specjalistycznej w dziedzinie statystyki ch\u0119tnie dziel\u0119 si\u0119 swoj\u0105 wiedz\u0105, aby wzmocni\u0107 pozycj\u0119 uczni\u00f3w za po\u015brednictwem Statorials. Wiedzie\u0107 wi\u0119cej","sameAs":["https:\/\/statorials.org\/pl"]}]}},"yoast_meta":{"yoast_wpseo_title":"","yoast_wpseo_metadesc":"","yoast_wpseo_canonical":""},"_links":{"self":[{"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/posts\/461","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/comments?post=461"}],"version-history":[{"count":0,"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/posts\/461\/revisions"}],"wp:attachment":[{"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/media?parent=461"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/categories?post=461"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/tags?post=461"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}