Package: vrtest
Type: Package
Title: Variance Ratio Tests and Other Tests for Martingale Difference
        Hypothesis
Version: 1.2
Date: 2023-08-31
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: 2026-07-03 20:02:34 UTC; root
Repository: https://jh8080.r-universe.dev
Date/Publication: 2023-08-31 09:31:08 UTC
RemoteUrl: https://github.com/cran/vrtest
RemoteRef: HEAD
RemoteSha: 0044385468842eccfe3a5210d436e935637ed267