--- a/scripts/signal/arch_test.m
+++ b/scripts/signal/arch_test.m
@@ -1,15 +1,15 @@
 ## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-## 
+##
 ## This program is free software; you can redistribute it and/or modify
 ## it under the terms of the GNU General Public License as published by
 ## the Free Software Foundation; either version 2, or (at your option)
 ## any later version.
-## 
+##
 ## This program is distributed in the hope that it will be useful, but
 ## WITHOUT ANY WARRANTY; without even the implied warranty of
 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details. 
-## 
+## General Public License for more details.
+##
 ## You should have received a copy of the GNU General Public License
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
@@ -19,7 +19,7 @@
 ##
 ## arch_test (y, X, p) performs a Lagrange Multiplier (LM) test of the
 ## null hypothesis of no conditional heteroscedascity in the linear
-## regression model y = X * b + e against the alternative of CH(p).   
+## regression model y = X * b + e against the alternative of CH(p).
 ## I.e., the model is
 ##     y(t) = b(1) * x(t,1) + ... + b(k) * x(t,k) + e(t),
 ## where given y up to t-1 and x up to t, e(t) is N(0, h(t)) with
@@ -27,17 +27,17 @@
 ## and the null is a(1) == ... == a(p) == 0.
 ##
 ## arch_test (y, k, p) does the same in a linear autoregression model of
-## order k, i.e., with [1, y(t-1), ..., y(t-k)] as the t-th row of X. 
+## order k, i.e., with [1, y(t-1), ..., y(t-k)] as the t-th row of X.
 ##
 ## Under the null, lm approximately has a chisquare distribution with p
 ## degrees of freedom.  pval is the p-value (1 minus the CDF of this
 ## distribution at lm) of the test.
 ##
 ## If no output argument is given, the p-value is displayed.
-  
+
 ## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description:  Test for conditional heteroscedascity
-  
+
 function [pval, lm] = arch_test (y, X, p)
 
   if (nargin != 3)
@@ -54,17 +54,17 @@
     X = autoreg_matrix (y, X);
   elseif !(rx == T)
     error (["arch_test:  ", ...
-	    "either rows(X) == length(y), or X is a scalar"]);
+            "either rows(X) == length(y), or X is a scalar"]);
   endif
   if !(is_scalar(p) && (rem(p, 1) == 0) && (p > 0))
     error ("arch_test:  p must be a positive integer.");
   endif
-  
+
   [b, v_b, e] = ols (y, X);
   Z    = autoreg_matrix (e.^2, p);
   f    = e.^2 / v_b - ones (T, 1);
   f    = Z' * f;
   lm   = f' * inv (Z'*Z) * f / 2;
   pval = 1 - chisquare_cdf (lm, p);
-  
+
 endfunction
\ No newline at end of file