Open JoFAM opened 6 years ago
Wrapper for ArchTest done in commit fecd7dd
Wrapper for LMTest (bp2) done in commit 9db8dc5 . This is not really optimal, as ArchTest and LMTest give differently structured output, but I stayed as close as possible to the original package code
Sometimes you want to just carry out the ARCH test or the Asymmetric Cointegration test or... Currently the only way to see the output is a call to summary().
nardl