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.
How to get the p-value of arch lm test?
Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13604
- Joined: Tue Sep 16, 2008 5:38 pm
Re: How to get the p-value of arch lm test?
Thanks a lot.
Who is online
Users browsing this forum: No registered users and 2 guests
