ARCH.Test {NonlinearTSA}R Documentation

ARCH Test for time series

Description

This function allows you to make ARCH Test for residuals

Usage

ARCH.Test(x, lags)

Arguments

x

residual series name,

lags

lags

Examples

set.seed(12345)
x <- rnorm(1000)
ARCH.Test(x,3)


[Package NonlinearTSA version 0.5.0 Index]