Man pages for vrtest
Variance Ratio tests and other tests for Martingale Difference Hypothesis

Adjust.thinAdjustment for thinly-traded returns
AutoBoot.testWild Bootstrapping of Automatic Variance Ratio Test
Auto.QAutomatic Portmanteau Test
Auto.VRAutomatic Variance Ratio Test
Ave.ExAverage Exponential Tests
Boot.testBootstrap Variance Ratio Tests
Chen.DeoPower Transformed Joint Variance Ratio Test
Chow.DenningChow-Denning Multiple Variance Ratio Tests
DL.testDominguez-Lobato Test for Martingale Difference Hypothesis
exrateswright's Exchange Rates Data
Gen.Spec.TestGeneralized spectral Test
Joint.WrightA Joint Version of Wight's Rank and Sign Test
JWright.critCritical Values for the joint versions of Wright's rank and...
Lo.MacLo-MacKinlay variance Ratio Tests
Panel.VRPanel Variance Ratio Tests
Spec.shapeSpectral shape tests for random walk
Subsample.testSubsampling test of Whang and Kim (2003)
VR.minus.1Absolute Value of (VR - 1)
VR.plotVariance Ratio Plot
vrtest-packageVariance Ratio tests and other tests for Martingale...
WaldWald Test of Richardson and Smith (1991)
WrightWright's Rank and Sign Tests
Wright.critCritical Values for Wright's rank and sign tests
vrtest documentation built on May 1, 2019, 6:30 p.m.