Spectral shape tests for random walk

The function returns the p-values of the subsampling test.

1 | ```
Subsample.test(y, kvec)
``` |

`y` |
a vector of time series, typically financial return |

`kvec` |
a vector of holding periods |

The block lengths are chosen internally using the rule proposed in Whang and Kim (2003)

`Holding.Period` |
holding periods used |

`Block.Length` |
block lengths chosen |

`pval` |
p-values of the test for each block length used |

Jae H. Kim

WHANG,Y.-J., J. KIM, 2003, A Multiple Variance Ratio Test Using Subsampling, Economics Letters, 79, 225-230.

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