Grocer Function

NAME

archz0 - ARCH test

CALLING SEQUENCE

[f,f_pvalue,r2]=archz0(results,p,np)

PARAMETERS

Input

Output

DESCRIPTION

Computes a test for ARCH(p). Results are saved as numbers and not displayed on screen.

EXAMPLE

[f,f_pvalue,r2]=archz0(results,p)

This example is taken from archz. Useful mainly for programming purpose (since archz does much more).

AUTHOR

Eric Dubois 2002