Engle (1982) ARCH effects test for the residuals of a VEC or VAR model?

[Rene Macon]

I'd like to apply the "Engle (1982) ARCH test" for diagnostic checks to the residuals of a VEC or VAR model. As far as I see this Engle (1982) test is available under the "archlm" command, which works however only after the standard regression command "regress".

Does anybody know how to apply the Engle (1982) test to a VEC or VAR model?

[Rene Macon]

...so what I have done now is using the command "predict vec_residuals, residuals" to store the residuals of a "vec" or "var" command into "vec_residuals" and then used the command "arch vec_residuals, arch(1)" to check for the significance of the coefficient of the ARCH-term.

My question now: Is this procedure equivalent to the "Engle ARCH test" (Engle (1982) AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY..., Econometrica, Vol. 50, No. 4)?
Thanks a lot for help!
Rene