vrtest
Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis
A collection of statistical tests for martingale difference hypothesis, including automatic portmanteau test (Escansiano and Lobato, 2009) <doi:10.1016/j.jeconom.2009.03.001> and automatic variance ratio test (Kim, 2009) <doi:10.1016/j.frl.2009.04.003>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.2 |
rolling linux/jammy R-4.5 | vrtest_1.2.tar.gz |
138.8 KiB |
1.2 |
rolling linux/noble R-4.5 | vrtest_1.2.tar.gz |
138.6 KiB |
1.2 |
rolling source/ R- | vrtest_1.2.tar.gz |
40.4 KiB |
1.2 |
latest linux/jammy R-4.5 | vrtest_1.2.tar.gz |
138.8 KiB |
1.2 |
latest linux/noble R-4.5 | vrtest_1.2.tar.gz |
138.6 KiB |
1.2 |
latest source/ R- | vrtest_1.2.tar.gz |
40.4 KiB |
1.2 |
2026-04-26 source/ R- | vrtest_1.2.tar.gz |
40.4 KiB |
1.2 |
2026-04-23 source/ R- | vrtest_1.2.tar.gz |
40.4 KiB |
1.2 |
2026-04-09 windows/windows R-4.5 | vrtest_1.2.zip |
142.2 KiB |
1.2 |
2025-04-20 source/ R- | vrtest_1.2.tar.gz |
40.4 KiB |