arch_test: Perform an ARCH test
Description
Performs an ARCH test and show the results. Formerly, this function was part of FinTS, now an obsoleted package.
Usage
arch_test(x, lags = 12, demean = FALSE, alpha = 0.5)
Arguments
x
A ts object. The time series
lags
An integer. Maximum number of lags
demean
A boolean. Should the series be demeaned?
alpha
A numeric value. Significance level
Value
A list with the results of the ARCH test