Hypothesis test result, returned as a logical value.

If `h`

`= 1`

,
this indicates the rejection of the null hypothesis at the `alpha`

significance
level.

If `h`

`= 0`

,
this indicates a failure to reject the null hypothesis at the `alpha`

significance
level.

`p`

— *p*-valuescalar value in the range (0,1)

*p*-value of the test, returned as a scalar
value in the range (0,1). `p`

is the probability
of observing a test statistic as extreme as, or more extreme than,
the observed value under the null hypothesis. Small values of `p`

cast
doubt on the validity of the null hypothesis.

`jbtest`

warns when `p`

is
not found within the tabulated range of [0.001,0.50], and returns
either the smallest or largest tabulated value. In this case, you
can use `mctol`

to compute a more accurate *p*-value.

Test statistic for the Jarque-Bera test, returned as a nonnegative
scalar value.

Critical value for the Jarque-Bera test at the `alpha`

significance
level, returned as a nonnegative scalar value. If `alpha`

is
in the range [0.001,0.50], and if the sample size is less than or
equal to 2000, `jbtest`

looks up the critical value
for the test in a table of precomputed values. If you use `mctol`

, `jbtest`

determines
the critical value of the test using a Monte Carlo simulation. The
null hypothesis is rejected when `jbstat > critval`

.