Description Usage Arguments Details Value See Also

View source: R/arch_test.varest2.R

`arch.test`

function for `varest2`

object

1 |

`object` |
a |

`interval` |
string or subset interval of time (e.g. days) or length of this subset interval to which the ARCH test is applied (see Note). Default is |

`overlap` |
number of time instants (e.g. days) which are overlapped on two different subsequent intervals. Default is 20. It is used only if |

`list.output` |
logical value. If |

`...` |
further arguments for |

This function is a wrapper of `arch.test`

. It can compute the test also for some subsets (intervals) of the time-series or for all the time-series divided in overlapping intervals. The intervals considered for the ARCH test are defined with the argument `interval`

. If `interval`

is an integer number instead of a vector, it indicates the length of the intervals in which the time-series is split. If `interval`

is set to `NULL`

, the test is done on the comprehensive residual time-series without splitting.

One object or a list of objects with class attribute `varcheck`

as reported in `arch.test`

RMAWGEN documentation built on May 29, 2017, 9:09 a.m.

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