ARCHTEST: RATS procedure to test a series for ARCH effects

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Tests for ARCH effects in a series. Can do a single test for a set number of lags, or a sequence with different numbers of lags.

Language: RATS
Requires: RATS 7.30
Keywords: Testing; for; ARCH (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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https://www.estima.com/procs_perl/archtest.src (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00009

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