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vm_stat
2009 Oct 09
1
variance ratio tests
Hello
I am a new user of R software. I benefit from using vrtest-package. However, the codes provided by the aforementioned package, for example, calculate the test statistics for Lo and Mackinlay (1988) under the assumptions of homoscedasticity and heteroscedasticity without computing the value of the variance ratio itself.
I would be grateful if you could instruct me how to calculate the