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]