Variance Ratio Test

Versione 1.0.0.0 (1,21 KB) da Alexandros Leontitsis
Calculates the Variance Ratio Test
4.6
(7)
9,3K download
Aggiornato 16 dic 2004

Nessuna licenza

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

Cita come

Alexandros Leontitsis (2024). Variance Ratio Test (https://www.mathworks.com/matlabcentral/fileexchange/794-variance-ratio-test), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R13
Compatibile con qualsiasi release
Compatibilità della piattaforma
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Versione Pubblicato Note della release
1.0.0.0

major bug fix thanks to David GU