Hello,
There's the archtest() function, but it has only additional option to print the output. Can I somehow obtain the probability function (from F-statistic) from that test? I estimate hundreds of regressions, and I'd like to put the results from the test into a table, instead of separately opening each equation and testing whether or not the regression is homoskedastic.
Best
Extracting Probability Function from Heteroskedasticity Test
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mr.interested
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EViews Gareth
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Re: Extracting Probability Function from Heteroskedasticity Test
Thank you Gareth.
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