stats.diagnostic.het_arch()
statsmodels.stats.diagnostic.het_arch
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statsmodels.stats.diagnostic.het_arch(resid, maxlag=None, autolag=None, store=False, regresults=False, ddof=0)[source] -
Engle’s Test for Autoregressive Conditional Heteroscedasticity (ARCH)
Parameters: resid : ndarray, (nobs,)
residuals from an estimation, or time series
maxlag : int
highest lag to use
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