arch_test: Perform an ARCH test
In nmecsys/BETS: Brazilian Economic Time Series
Description
Usage
Arguments
Value
Author(s)
Description
Performs an ARCH test and show the results. Formerly, this function was part of FinTS, now an obsoleted package.
Usage
1
Arguments
x
A ts object. The time series
lags
An integer. Maximum number of lags
demean
A boolean. Should the series be demeaned?
alpha
A numeric value. Significance level
Value
A list with the results of the ARCH test
Author(s)
Spencer Graves spencer.graves@prodsyse.com, Talitha Speranza talitha.speranza@fgv.br
nmecsys/BETS documentation built on April 8, 2021, 1:54 a.m.
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Description Usage Arguments Value Author(s)
Description
Performs an ARCH test and show the results. Formerly, this function was part of FinTS, now an obsoleted package.
Usage
1 |
Arguments
x |
A |
lags |
An |
demean |
A |
alpha |
A |
Value
A list with the results of the ARCH test
Author(s)
Spencer Graves spencer.graves@prodsyse.com, Talitha Speranza talitha.speranza@fgv.br
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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