ARCH Test:
F-statistic 1.149999 Probability 0.349198
Obs*R-squared 2.412586 Probability 0.299305
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/30/13 Time: 19:18
Sample(adjusted): 1980 1994
Included observations: 15 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
C 0.001137 0.000360 3.154994 0.0083
RESID^2(-1) -0.275316 0.277900 -0.990701 0.3414
RESID^2(-2) -0.376511 0.280185 -1.343794 0.2039
R-squared 0.160839 Mean dependent var 0.000678
Adjusted R-squared 0.020979 S.D. dependent var 0.000736
S.E. of regression 0.000728 Akaike info criterion -11.43527
Sum squared resid 6.36E-06 Schwarz criterion -11.29366
Log likelihood 88.76453 F-statistic 1.149999