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I have run the JB test for my data using two different commands. I am quite clueless about what conclusion I can make from the second picture which shows results of 0. This tells me that there is no normal distribution. However looking at the result from the jb resid command, the chi^2 statistics is 672, which is way over the chi^2 critical value and this is indicating normal distribution. The results are clearly contradicting one another. I read somewhere that a very high JB statistic indicates non-normal distribution and 672 does seem quite high.

rainbow21
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  • You misinterpret the p-value, so I have posted a link to a popular thread that explains p-values. – whuber Feb 22 '21 at 14:23
  • Hi, thanks for the quick reply. Actually, I think my question relates to the JB test more. I am having difficulties interpreting the JB test results and that also includes the JB statistics. In that case, can I repost my question again? – rainbow21 Feb 22 '21 at 14:26
  • Just edit this post. – whuber Feb 22 '21 at 14:30
  • I have just edited the title of my question, thanks. – rainbow21 Feb 22 '21 at 14:34
  • The problem isn't the title: the issue you face is you do not interpret the p-value correctly. The large chi-squared statistic reflects non-Normality, not Normality. – whuber Feb 22 '21 at 14:39

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