A Novel Hybrid Method for Short-Term Power Load Forecasting

Table 2

Test of conditional heteroscedasticity of returns series.

-statistic	4.571244	Prob.	0.0034
	-statistic	Prob.
Lag1	3.281471	0.0010
Lag2	0.723646	0.4694
Lag3	−1.499284	0.1339