Variance Ratio Test

Version 1.0.0.0 (1.21 KB) by Alexandros Leontitsis
Calculates the Variance Ratio Test
4.6
(7)
9.3K Downloads
Updated 16 Dec 2004

No License

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

Cite As

Alexandros Leontitsis (2025). Variance Ratio Test (https://www.mathworks.com/matlabcentral/fileexchange/794-variance-ratio-test), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R13
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.0.0

major bug fix thanks to David GU