is statistically different from zero, the time series exhibits ARCH(1). 
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The data below yields the following AR(1) specification: xt = 0.9 – 0.55xt-1 + Et , and the indicated fitted values and residuals.
The following sets of data are ordered from earliest to latest. To test for ARCH, the researcher should regress: A. (1.8225, 0.3025, 0.64, 2.1025, 1.21, 0.04, 0.01) on (0.3025, 0.64, 2.1025, 1.21, 0.04, 0.01, 2.7225). B. (-1.35, 0.55, -0.8, -1.45, 1.1, 0.2, 0.1, 1.65) on (0.35, 1.45, -0.2, 1.45, 0.9, -0.2, 0.9, 0.35) C. (1, 4, 1, 0, 4, 0, 1, 4) on (1, 1, 4, 1, 0, 4, 0, 1) |