How to get the p-value of arch lm test?

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yenming
Posts: 5
Joined: Mon Jun 27, 2016 8:22 am

How to get the p-value of arch lm test?

Postby yenming » Mon Jun 27, 2016 8:36 am

I want to use the p-value of the arch lm test to choose the model.

I know how to conduct arch lm test,
the code is as following: (using eviews 6)

equation eqarma11.ARCH(thrsh=1,DERIV=AA) eq AR(1) MA(1)
eqarma11.archtest(6)

But how should I get the Prob. Chi-Square(6)?

Thanks for help.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: How to get the p-value of arch lm test?

Postby EViews Gareth » Mon Jun 27, 2016 9:16 am


yenming
Posts: 5
Joined: Mon Jun 27, 2016 8:22 am

Re: How to get the p-value of arch lm test?

Postby yenming » Mon Jun 27, 2016 4:04 pm

Thanks a lot.


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