Package: vrtest
Type: Package
Title: Variance Ratio Tests and Other Tests for Martingale Difference
        Hypothesis
Version: 1.2
Date: 2023-08-31
Author: Jae H. Kim
Maintainer: Jae H. Kim <jaekim8080@gmail.com>
Description: A  collection of statistical tests for martingale difference hypothesis, including automatic portmanteau test (Escansiano and Lobato, 2009) <doi:10.1016/j.jeconom.2009.03.001> and automatic variance ratio test (Kim, 2009) <doi:10.1016/j.frl.2009.04.003>.
License: GPL-2
NeedsCompilation: no
Packaged: 2023-08-31 08:10:09 UTC; jh808
Repository: CRAN
Date/Publication: 2023-08-31 08:30:02 UTC
Built: R 4.6.0; ; 2026-04-25 13:10:35 UTC; unix
