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Testing for ARCH effects


How does one test for ARCH effects in Mathematica?

I have tried the LMStatistic[] function as presented here:, but the documentation appears to be from 2007, and I'm not sure it is still available in Mathematica.
Thank you.
POSTED BY: Sandu Ursu
1 year ago
If you are a target of Premier Support, you are allowed to fill your data into the Time Series License Request

possibly you find elsewhere, in the Mathematica Demonstrations e.g., a starting point.
POSTED BY: Udo Krause
1 year ago