arch_test {BETS}

R Documentation

Perform an ARCH test

Description

Performs an ARCH test and show the results. Formerly, this function was part of FinTS, now an obsoleted package.

Usage

arch_test(x, lags = 12, demean = FALSE, alpha = 0.5)

Arguments

x	A ts object. The time series
lags	An integer. Maximum number of lags
demean	A boolean. Should the series be demeaned?
alpha	A numeric value. Significance level

Value

A list with the results of the ARCH test

Author(s)

Spencer Graves spencer.graves@prodsyse.com, Talitha Speranza talitha.speranza@fgv.br

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