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diff scripts/signal/arch_test.m @ 11469:c776f063fefe

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Overhaul m-script files to use common variable name between code and documentation.
author Rik <octave@nomad.inbox5.com>
date Sun, 09 Jan 2011 12:41:21 -0800
parents e00de2d5263c
children 1740012184f9
line wrap: on
line diff
--- a/scripts/signal/arch_test.m
+++ b/scripts/signal/arch_test.m
@@ -66,7 +66,7 @@
 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
 ## Description: Test for conditional heteroscedascity
 
-function [pval, lm] = arch_test (y, X, p)
+function [pval, lm] = arch_test (y, x, p)
 
   if (nargin != 3)
     error ("arch_test: 3 input arguments required");
@@ -77,9 +77,9 @@
   endif
   T   = length (y);
   y   = reshape (y, T, 1);
-  [rx, cx] = size (X);
+  [rx, cx] = size (x);
   if ((rx == 1) && (cx == 1))
-    X = autoreg_matrix (y, X);
+    x = autoreg_matrix (y, x);
   elseif (! (rx == T))
     error ("arch_test: either rows(X) == length(y), or X is a scalar");
   endif
@@ -87,7 +87,7 @@
     error ("arch_test: p must be a positive integer");
   endif
 
-  [b, v_b, e] = ols (y, X);
+  [b, v_b, e] = ols (y, x);
   Z    = autoreg_matrix (e.^2, p);
   f    = e.^2 / v_b - ones (T, 1);
   f    = Z' * f;