Issue when calling a ARCH(4) test from a program command
Posted: Sat Jul 12, 2025 8:09 pm
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 !
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 !