HypothesisTests.jl

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Is Jarque-Bera a Time Series test? It is grouped thereunder in the docs. I thought it was a test for whether a sample is normally distributed.

It's often used in time series analysis to test for normality of the residuals but you are right that the test isn't a time series test per se. Generally, we might want to rethink the categorization of the tests a bit such that we have e.g. location tests (T and Mann-Whitney) and goodness-of-fit (KS, AD, JB).

or create a table that categories them?!

I am trying to help documenting use in http://julia.cookbook.tips/doku.php?id=unistats , but there are tests that I myself have never heard of or used in my day job.