Variance Ratio Test
Version 1.0.0.0 (1.21 KB) by
Alexandros Leontitsis
Calculates the Variance Ratio Test
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 (2026). Variance Ratio Test (https://uk.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 LinuxCategories
- AI and Statistics > Statistics and Machine Learning Toolbox > Probability Distributions and Hypothesis Tests > Hypothesis Tests >
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| Version | Published | Release Notes | |
|---|---|---|---|
| 1.0.0.0 | major bug fix thanks to David GU |
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