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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