Message Boards Message Boards

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
3 years 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
3 years ago

Group Abstract Group Abstract