Archives for ARCH Test

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.

ARCH Test Explained

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.

NumXL Tips & Tricks Newsletter

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