variance.ratio.test: variance.ratio.test

variance.ratio.testR Documentation

variance.ratio.test

Description

tests whether <x> follows a random walk (i.e. <x> independent of prior values)

Usage

variance.ratio.test(x, y)

Arguments

x

= vector

y

= an integer (greater than 1)


vsrimurthy/EPFR documentation built on Jan. 24, 2025, 1:27 p.m.