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popid_1707295844X="<p>The standard univariate ARCH test is computed by regressing the squared residuals against a certain lag of squared residuals, determining the R-square from this regression, and multiplying this number by the sample size.<\/p>\n\r"
popid_580411942="<p>The Chow forecast test is computed by comparing the estimated residual variance for a sample of size t to the estimated residual variance when one additional observation is available. The test statistic is calculated in two version, an F-version and an LR version. The former is based on the number of degrees of freedom for the shorter sample (t-k), where k is the number of estimated parameters) times the ratio of the sum of the squared residuals for the t+1 sample minus the sum of the squared residuals for the t sample and the sum of the squared residuals of the t sample. This ratio is by construction always positive.<\/p>\n\r"