Package: vrtest
Type: Package
Title: Variance Ratio Tests and Other Tests for Martingale Difference
        Hypothesis
Version: 1.1
Date: 2022-09-05
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: 2022-09-05 06:13:38 UTC; jh808
Repository: CRAN
Date/Publication: 2022-09-05 06:50:02 UTC
Built: R 4.1.2; ; 2022-09-06 10:41:00 UTC; unix
