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Reference index for {vrtest}

Function/ClassDescription
Adjust.thin {vrtest}Adjustment for thinly-traded returns
Auto.Q {vrtest}Automatic Portmanteau Test
Auto.VR {vrtest}Automatic Variance Ratio Test
AutoBoot.test {vrtest}Wild Bootstrapping of Automatic Variance Ratio Test
Ave.Ex {vrtest}Average Exponential Tests
Boot.test {vrtest}Bootstrap Variance Ratio Tests
Chen.Deo {vrtest}Power Transformed Joint Variance Ratio Test
Chow.Denning {vrtest}Chow-Denning Multiple Variance Ratio Tests
DL.test {vrtest}Dominguez-Lobato Test for Martingale Difference Hypothesis
exrates {vrtest}wright's Exchange Rates Data
Gen.Spec {vrtest}Generalized spectral Test
Joint.Wright {vrtest}A Joint Version of Wight's Rank and Sign Test
JWright.crit {vrtest}Critical Values for the joint versions of Wright's rank and sign tests
Lo.Mac {vrtest}Lo-MacKinlay variance Ratio Tests
Spec.shape {vrtest}Spectral shape tests for random walk
Subsample.test {vrtest}Subsampling test of Whang and Kim (2003)
VR.minus.1 {vrtest}Absolute Value of (VR - 1)
VR.plot {vrtest}Variance Ratio Plot
vrtest {vrtest}Variance Ratio tests and other tests for Martigale Difference Hypothesis
Wald {vrtest}Wald Test of Richardson and Smith (1991)