R: Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis

# Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis

## Documentation for package ‘vrtest’ version 1.2

- DESCRIPTION file

## Help Pages

vrtest-package | Variance Ratio tests and other tests for Martingale Difference Hypothesis
Adjust.thin | Adjustment for thinly-traded returns
Auto.Q | Automatic Portmanteau Test
Auto.VR | Automatic Variance Ratio Test
AutoBoot.test | Wild Bootstrapping of Automatic Variance Ratio Test
Ave.Ex | Average Exponential Tests
Boot.test | Bootstrap Variance Ratio Tests
Chen.Deo | Power Transformed Joint Variance Ratio Test
Chow.Denning | Chow-Denning Multiple Variance Ratio Tests
DL.test | Dominguez-Lobato Test for Martingale Difference Hypothesis
exrates | wright's Exchange Rates Data
Gen.Spec.Test | Generalized spectral Test
Joint.Wright | A Joint Version of Wight's Rank and Sign Test
JWright.crit | Critical Values for the joint versions of Wright's rank and sign tests
Lo.Mac | Lo-MacKinlay variance Ratio Tests
Panel.VR | Panel Variance Ratio Tests
Spec.shape | Spectral shape tests for random walk
Subsample.test | Subsampling test of Whang and Kim (2003)
VR.minus.1 | Absolute Value of (VR - 1)
VR.plot | Variance Ratio Plot
vrtest | Variance Ratio tests and other tests for Martingale Difference Hypothesis
Wald | Wald Test of Richardson and Smith (1991)
Wright | Wright's Rank and Sign Tests
Wright.crit | Critical Values for Wright's rank and sign tests