Variance Ratio tests for Weak-form Market Efficiency


[Package List] [Top]

Documentation for package `vrtest' version 0.7

Help Pages

vrtest-package Variance Ratio Tests for Weak-form Market Efficiency
Boot.test Bootstrap Variance Ratio Tests
Chow.Denning Chow-Denning Multiple Variance Ratio Tests
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
Subsample.test Subsampling test of Whang and Kim (2003)
vrtest Variance Ratio Tests for Weak-form Market Efficiency
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