type = keyword

where keyword is either “BPG” (Breusch-Pagan-Godfrey - default), “Harvey”, “Glejser”, “ARCH”, or “White”.

c

include cross terms for White test.

lags = int

set number of lags to use for ARCH test. (Only applies when type = “ARCH”.

prompt

Force the dialog to appear from within a program.

@regs

include every regressor from the original equation.

@grads

include every gradient in the original equation (non-linear equations only).

@grad(int)

include the int-th gradient.

@white(key)

include white-style regressors (the cross-product of the regressor list, or the gradient list if non-linear). key may be on of the following keywords: “@regs” (include every regressor from the original equation), “@drop(variables)” (drop a variable from those already included. For example, “@white(@regs @drop(x2))” would include all original regressors apart from X2), “@comp” (include the compatible style White regressors, i.e. levels, squares, and cross-products).

@arch(lag_structure)

include an ARCH specification with the number of lags specified by lag_structure. If lag_structure is a single number, then it defines the number of lags to include. Otherwise, the lag structure is in pairs. For example, “@arch(1 5 9 10)” will include lags 1, 2, 3, 4, 5, 9, 10.

@uw(variables)

include unweighted variables (only applicable in a weighted original equation).