Identify statistical tests to be implemented

[milktrader]

Another placeholder for future implementations. Any that overlap with StatsBase should be removed.

• [ ] Augmented Dickey-Fuller (unit root)
• [ ] Phillips-Perron (unit root)
• [ ] KPSS (unit root)
• [ ] Shapiro-Wilks (normality)
• [x] Jaques-Berra (3rd and 4th moments for normality)
• [ ] Ljung-Box (auto correlation)
• [ ] Durbin-Watson (auto correlation)

[milktrader]

I think the normality tests should probably live in StatsBase

[milktrader]

jbtest has been moved from the test/ directory to a new file named diagnostic_tests.jl, where these tests will live. (the name for the new file is a bit awkward but it's at least descriptive) :smile:

[BenjaminBorn]

If someone is looking for these tests, most have by now been implemented in HypothesisTests.jl.

[milktrader]

Which ones? I'll mark them off here

[BenjaminBorn]

See the check list at the top of https://github.com/JuliaStats/HypothesisTests.jl/issues/16