create D5 07/01/2002 06/27/2017
smpl 07/01/2002 06/27/2017

read(c7,s=ASSETS,) "E:\Dissertation June 2017\forum_eviews_archtest.xls" 8

for %s V1 V2	V3	V4	V5	V6	V7	V8	
genr LG{%s}=log({%s})
next
'Returns -----------------------------------------------

for %s V1	V2	V3	V4	V5	V6	V7	V8
genr R_{%s}=log({%s})-log({%s}(-1))
next

'ARCH TEST EFFECT  approach 1

!large=8
for !i=1 to !large
equation eq!i_approach1.ls R_V!i c
eq!i_approach1.archtest (5)
next

'ARCH TEST EFFECT  approach 2

!large=8
for !i=1 to !large
equation eq!i_approach2.arch R_V!i c
eq!i_approach2.archtest (5)
next