Enlge’s Test for Autoregressive Conditional Heteroscedasticity (ARCH)
Parameters : | resid : ndarray, (nobs,)
maxlag : int
autolag : None or string
store : bool
ddof : int
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Returns : | lm : float
lmpval : float
fval : float
fpval : float
resstore : instance (optional)
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Notes
verified agains R:FinTS::ArchTest