Description Usage Arguments Value Author(s)
Performs an ARCH test and show the results. Formerly, this function was part of FinTS, now an obsoleted package.
1 | BETS.arch_test(x, lags = 12, demean = FALSE, alpha = 0.5)
|
x |
A |
lags |
An |
demean |
A |
alpha |
A |
A list
with the results of the ARCH test
Spencer Graves spencer.graves@prodsyse.com, Talitha Speranza talitha.speranza@fgv.br
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