Man pages for vrtest
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 |
