Variance Ratio Test

Version 1.3.0.0 (2.01 KB) by Anis Ben Hassen
Variance ratio and related statistics.
3.8
(4)
3.2K Downloads
Updated 1 Feb 2013

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

Cite As

Anis Ben Hassen (2024). Variance Ratio Test (https://www.mathworks.com/matlabcentral/fileexchange/8489-variance-ratio-test), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2010b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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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