On Sat, 16 Jun 2007, Chris wrote:
I finally made it to the computer where I'm running the
regressions. When I run an OLS regression on the model I'm
testing and run the arch test I get this output...
The p-value is essentially zero, so I should be rejecting the
null hypothesis and there should be a model availalbe for
forecasting when I run the arch command then correct?
Yes, that seems right. If you could send me the data file you're
using I will be glad to see if I can figure out what's wrong.
Allin