Good morning. I'm am running a model with Arch, T arch and Garch effects over stock returns and with an additional effect of another variable but I can not find the correct commands to test the serial correlation of the reisduals of the volatility equation as well as for their normality. Coul any one of the forum members help me. I have a panel of stock returns and companies. The commands used are:
arch month_return_eur l.month_return_eur , ar(1) arch(1/1) garch(1/1) tarch(1/1) het(variable)
But also, previously of running the Arch model for test arch effects i can not use Archlm for panel data. And for serial correlation of the residuals of the mean equation what command should I use?
My sincere thanks to one who could help me.

Regards.
Pedro.