mcleodLiTest

time.series

<p>Maximum number of lags for which to test for 
conditional heteroscedascity.</p>

lag.max

<p>McLeod-Li test for conditional heteroscedascity (ARCH).</p>

Functions for nonlinear time series analysis. This package permits
the computation of the  most-used nonlinear statistics/algorithms
including generalized correlation dimension, information dimension,
largest Lyapunov exponent, sample entropy and Recurrence
Quantification Analysis (RQA), among others. Basic routines
for surrogate data testing are also included. Part of this work
was based on the  book "Nonlinear time series analysis" by
Holger Kantz and Thomas Schreiber (ISBN: 9780521529020).

Constantino A. Garcia

mcleodLiTest: McLeod-Li test

Description

Usage

Arguments

Value

References

See Also