In Stata, Jarque-Bera test is only available after "vecnorm" and "varnorm", which are for time series data.
For univariate normality tests, there are sktest, swilk and sfrancia.

恩，对，J-B test只是针对时间序列，那在STATA中的具体命令是什么呢？结果怎么判断呀？谢谢

先var，后用varnorm

The essence of the matter is that Jarque-Bera uses asymptotic results
regardless of sample size for a problem in which convergence to those
results is very slow. This approach is decades out of date and I am
surprised that StataCorp support the test without a warning. The
Doornik-Hansen test, for example, looks much more satisfactory. This
was added in Stata 11 after Jarque-Bera was added.

来源：https://www.stata.com/statalist/archive/2012-09/msg01013.html

怎么就见得，JB只适用于time series data?我好像没见到这样的文献。求教一下。