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comparison scripts/signal/arch_test.m @ 3458:d25bc039237b

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[project @ 2000-01-19 09:36:14 by jwe]
author jwe
date Wed, 19 Jan 2000 09:36:28 +0000
parents e031284eea27
children 3e3e14ad5149
comparison
equal deleted inserted replaced
3457:e031284eea27 3458:d25bc039237b
79 X = autoreg_matrix (y, X); 79 X = autoreg_matrix (y, X);
80 elseif (! (rx == T)) 80 elseif (! (rx == T))
81 error ("arch_test: either rows(X) == length(y), or X is a scalar"); 81 error ("arch_test: either rows(X) == length(y), or X is a scalar");
82 endif 82 endif
83 if (! (is_scalar(p) && (rem(p, 1) == 0) && (p > 0))) 83 if (! (is_scalar(p) && (rem(p, 1) == 0) && (p > 0)))
84 error ("arch_test: p must be a positive integer."); 84 error ("arch_test: p must be a positive integer");
85 endif 85 endif
86 86
87 [b, v_b, e] = ols (y, X); 87 [b, v_b, e] = ols (y, X);
88 Z = autoreg_matrix (e.^2, p); 88 Z = autoreg_matrix (e.^2, p);
89 f = e.^2 / v_b - ones (T, 1); 89 f = e.^2 / v_b - ones (T, 1);