Variance Ratio Test

Calculates the Variance Ratio Test

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

Cite As

Alexandros Leontitsis (2026). Variance Ratio Test (https://au.mathworks.com/matlabcentral/fileexchange/794-variance-ratio-test), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0

major bug fix thanks to David GU