Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis

Adjust.thin | Adjustment for thinly-traded returns |

AutoBoot.test | Wild Bootstrapping of Automatic Variance Ratio Test |

Auto.Q | Automatic Portmanteau Test |

Auto.VR | Automatic Variance Ratio Test |

Ave.Ex | Average Exponential Tests |

Boot.test | Bootstrap Variance Ratio Tests |

Chen.Deo | Power Transformed Joint Variance Ratio Test |

Chow.Denning | Chow-Denning Multiple Variance Ratio Tests |

DL.test | Dominguez-Lobato Test for Martingale Difference Hypothesis |

exrates | wright's Exchange Rates Data |

Gen.Spec.Test | Generalized spectral Test |

Joint.Wright | A Joint Version of Wight's Rank and Sign Test |

JWright.crit | Critical Values for the joint versions of Wright's rank and... |

Lo.Mac | Lo-MacKinlay variance Ratio Tests |

Panel.VR | Panel Variance Ratio Tests |

Spec.shape | Spectral shape tests for random walk |

Subsample.test | Subsampling test of Whang and Kim (2003) |

VR.minus.1 | Absolute Value of (VR - 1) |

VR.plot | Variance Ratio Plot |

vrtest-package | Variance Ratio tests and other tests for Martingale... |

Wald | Wald Test of Richardson and Smith (1991) |

Wright | Wright's Rank and Sign Tests |

Wright.crit | Critical Values for Wright's rank and sign tests |

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