Variance Ratio Test

Variance ratio and related statistics.

Version 1.3.0.0 (2.01 KB)
3.2K Downloads
(4)
1 Feb 2013

You are now following this Submission

Function that allows to compute the Variance Ratio Test of a time series with and without the heteroskedasticity assumption.

Cite As

Anis Ben Hassen (2026). Variance Ratio Test (https://www.mathworks.com/matlabcentral/fileexchange/8489-variance-ratio-test), MATLAB Central File Exchange. Retrieved .

Categories

Find more on Hypothesis Tests in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Open in new tab
Version Published Release Notes
1.3.0.0

p-values from the normal distribution
1.2.0.0

Function is standalone, no need to rkp function anymore.

1.0.0.0

improvement