Extracting Probability Function from Heteroskedasticity Test
Posted: Fri Aug 13, 2010 2:27 am
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
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