arch.test : getting message function not found

I am getting 'function not found' error for arch.test function. library rugarch is loaded.

What could be the issue?

I know nothing about the rugarch package, but I searched its reference manual for the string "arch.test" and I didn't find it. Are you sure you are using the correct function name?

Are you sure you are using the correct package? There seems to be an arch.test in the {nortsTest} package

arch.test is the function to test whether ARCH effects are present in the ARIMA residuals.

You mention the package rugarch in your first post but the function is in the package nortsTest. Have you run library(nortsTest)?

This topic was automatically closed 42 days after the last reply. New replies are no longer allowed.

If you have a query related to it or one of the replies, start a new topic and refer back with a link.