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Engle test for residual heteroscedasticity

` h = archtest(res)` returns
a logical value with the rejection decision from conducting the Engle's
ARCH test for residual heteroscedasticity in the univariate
residual series

` h = archtest(res,Name,Value)` uses
additional options specified by one or more

If any

`Name,Value`pair argument is a vector, then all`Name,Value`pair arguments that you specify must be vectors of equal length or scalars.`archtest(res,Name,Value)`treats each element of a vector input as a separate test, and returns a vector of rejection decisions.If any

`Name,Value`pair argument is a row vector, then`archtest(res,Name,Value)`returns row vectors.

[1] Box, G. E. P., G.M. Jenkins, and G.C. Reinsel. Time Series Analysis: Forecasting and Control. 3rd ed. Englewood Cliffs, NJ: Prentice Hall, 1994.

[2] Engle, R. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation." Econometrica. Vol. 96, 1988, pp. 893–920.

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