archz0 — ARCH test
[f,f_pvalue,r2]=archz0(results,p,np)
results = results tlist from a first stage estimation
p = # of lag of squared residuals in the second stage estimation
np = 'noprint' if the user does not want to print the results
f = value of the Goldfeld-Quandt F test
f_pvalue = its p-value
r2 = Rª of the auxilliary regression
load(GROCERDIR+'data/bdhenderic.dat'); bounds('1964q3','1989q2'); rols=ols('delts(lm1-lp)','delts(lp)','delts(lagts(1,lm1-lp-ly))','rnet', 'lagts(1,lm1-lp-ly)', 'const'); //performs ols for Hendry and Ericsson (1991) equation n° 6 [f,f_pvalue,r2]=archz0(rols,4) // Useful mainly for programming purpose (since archz does much more).