R help - May 2011 - Enquiry on Vrtest

Hi there,

I am currently working on my dissertation which is about testing the
martingale hypothesis in the stock market using a methodology involving a
range of variance ratio tests and multiple variance ratio tests. I contacted
the author of a reference paper and I was told that the tests can be
conducted using R programming language. Although I have gone through the
theoretical background of the methodology, but I found it quite difficult to
implement the tests practically using my own data. As I have little
experience in R.

I would be really appreciated if you could do me a favour by giving me some
hints on to use the Reference Manual written by the author of Vrtest, is it
correct for me to read in my own data, and then type in the codes from the
reference manual to get results.Obviously, I have installed the Vrtest
package. I tried to type in the command from the reference manual and they
always return "Error: could not find function", I would like to know
how to
solve this. Many thanks.

-- 
Best regards


River Jim

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On May 28, 2011, at 10:58 AM, Chim Kaho wrote:
> Hi there,
>
> I am currently working on my dissertation which is about testing the
> martingale hypothesis in the stock market using a methodology  
> involving a
> range of variance ratio tests and multiple variance ratio tests. I  
> contacted
> the author of a reference paper and I was told that the tests can be
> conducted using R programming language. Although I have gone through  
> the
> theoretical background of the methodology, but I found it quite  
> difficult to
> implement the tests practically using my own data. As I have little
> experience in R.
>
> I would be really appreciated if you could do me a favour by giving  
> me some
> hints on to use the Reference Manual written by the author of  
> Vrtest, is it
> correct for me to read in my own data, and then type in the codes  
> from the
> reference manual to get results.Obviously, I have installed the Vrtest
> package. I tried to type in the command from the reference manual  
> and they
> always return "Error: could not find function", I would like to
know
> how to
> solve this. Many thanks.
>
A fairly common beginner mistake is to install a package but then not  
not understand that thye also need to laod it.

?require
?library

-- 
David Winsemius, MD
West Hartford, CT