mmkubilay wrote:when i apply the code for the archtest, there is an error:
@ARCHTest(lags=5, dfc=1) r1 r2 r3 2004:01:07 2011:12:30
## SR10. Missing Values And/Or SMPL Options Leave No Usable Data Points
The Error Occurred At Location 0700 of ARCHTEST
Line 44 of ARCHTEST
but i checked all my data and there is definitely no missing value...
secondly, i would like to know whether there is any code for multivariate Jarque-Bera?
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