archTest: Perform Lagrange Multiplier Test for ARCH effect of a time...
In KevinKotze/tsm: Time Series Modelling
archTest R Documentation
Perform Lagrange Multiplier Test for ARCH effect of a time series.
Description
Perform Lagrange Multiplier Test for ARCH effect of a time series.
Usage
archTest(rtn, m = 10)
Arguments
rtn
Time series variable.
m
Selected AR order.
Value
ARCH Lagrange Multiplier Statistics.
KevinKotze/tsm documentation built on Oct. 6, 2022, 12:22 a.m.
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| archTest | R Documentation |
Perform Lagrange Multiplier Test for ARCH effect of a time series.
Description
Perform Lagrange Multiplier Test for ARCH effect of a time series.
Usage
archTest(rtn, m = 10)
Arguments
rtn |
Time series variable. |
m |
Selected AR order. |
Value
ARCH Lagrange Multiplier Statistics.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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