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Variance Ratio Test

version 1.0.0.0 (1.21 KB) by Alexandros Leontitsis
Calculates the Variance Ratio Test

9.3K Downloads

Updated 16 Dec 2004

translation missing: en-US.gallery.no_license

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

Cite As

Alexandros Leontitsis (2022). Variance Ratio Test (https://www.mathworks.com/matlabcentral/fileexchange/794-variance-ratio-test), MATLAB Central File Exchange. Retrieved .

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

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