[R] .arch.uni in function call in arch test of vars package

Joe Byers joe-byers at utulsa.edu
Tue Oct 10 18:40:39 CEST 2006


I have been reviewing the arch test of vars package that is based on 
Engle's paper.  R-metrics has this as a wants/todo item.  I need an arch 
test and thought I might accomplish two things at once or at least try.

The arch test requires a varest object and I am trying to write one that 
will use R-metrics arima, arch, Garch objects, or at least a vector. 
Also the arch function has the following line of code that I can not 
find the function anywhere

    archs.resids <- apply(resids, 2, function(x) .arch.uni(x,
         lags.single = lags.single))

does any one know about the function .arch.uni?

Thank you
Joe



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