Residual regresi harga saham BBCA atas volume perdagangan — n = 30 hari bursa (contoh)
Skewness (S)
0,8
Excess kurtosis (K)
1,5
JB = (n/6)·(S² + K²/4) =
0,00
χ²(df=2, α=5%) =
5,99
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