Issue when calling a ARCH(4) test from a program command

[econpaq]

Hello,

After estimating an equation by OLS or ARDL, when calling an ARCH(4) test with the command "equationname.archtest(lags=4,p)" from a batch/PRG file, the program yields a ARCH(1) test, as with the command "equationname.archtest(lags=1,p)" . This occurs for any value of lags > 1.

There is no bug when calling these tests from the menus, but the problem occurs when using a batch file.

Example of a batch file:

spool sp_arch
output(s) sp_arch

smpl 1994Q1 2019Q1

equation example.ls dlm3_real c dlgdp
example.results(p)

example.archtest(lags=1,p)

example.archtest(lags=4,p)

In the PDF file enclosed, you will see the batch file on page 1 and a printout of the spool file.

Thanks !

[EViews Gareth]

lags=4 isn't a valid option. It should be

Code: Select all

equationname.archtest(4,p)