image thumbnail

Variance Ratio Test

version (1.21 KB) by Alexandros Leontitsis
Calculates the Variance Ratio Test


Updated 16 Dec 2004

translation missing:

Calculates the Variance Ratio Test of a time series, with or without the heteroskedasticity correction.

Cite As

Alexandros Leontitsis (2022). Variance Ratio Test (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R13
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!