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