[Gretl-users] Excess kurtosis

Peter Tozer prexpsu at hotmail.com
Wed Mar 7 16:57:34 EST 2012





Dear All, This may seem a simple question, but is the excess kurtosis value calculated by GRETL in the summary statistics command, the excess above the value 3, which is the kurtosis value of a normal curve, i.e. if I have an excess kurtosis value of 3.12, does that mean the kurtosis value is 6.12.  I would like to know as I am trying to determine if several distributions I have are significantly different from the normal distributions and the tests depend on the value of the kurtosis not the excess kurtosis, which in GRETL may or may not be the same. Thanks in advance Peter 		 	   		  
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