ARCH Test Tutorial Video available
In our continuous effort to make NumXL easy to use, we have created a tutorial video for our latest Tips and Hints Issue: ARCH Test Explained
March 8, 2012
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Read through the articles related to a group of statistical tests of the presence of time-varying conditional volatility -aka., autoregressive conditional heteroscedasticity (ARCH effect) – in the time series.
In our continuous effort to make NumXL easy to use, we have created a tutorial video for our latest Tips and Hints Issue: ARCH Test Explained
In this week’s issue of Tips & Tricks, we use the NumXL package to explain a common – and commonly misunderstood – diagnostic in econometric and time series analysis: the Auto Regressive Conditional Heteroskedacity test, or ARCH test for short.
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