ARCH.Test: ARCH Test for time series
In NonlinearTSA: Nonlinear Time Series Analysis

This function allows you to make ARCH Test for residuals

1	ARCH.Test(x, lags)

`x`	residual series name,
`lags`	lags

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

NonlinearTSA documentation built on Jan. 23, 2021, 5:05 p.m.

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