Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis

Documentation for package ‘vrtest’ version 1.2

vrtest-package	Variance Ratio tests and other tests for Martingale Difference Hypothesis
Adjust.thin	Adjustment for thinly-traded returns
Auto.Q	Automatic Portmanteau Test
Auto.VR	Automatic Variance Ratio Test
AutoBoot.test	Wild Bootstrapping of Automatic Variance Ratio Test
Ave.Ex	Average Exponential Tests
Boot.test	Bootstrap Variance Ratio Tests
Chen.Deo	Power Transformed Joint Variance Ratio Test
Chow.Denning	Chow-Denning Multiple Variance Ratio Tests
DL.test	Dominguez-Lobato Test for Martingale Difference Hypothesis
exrates	wright's Exchange Rates Data
Gen.Spec.Test	Generalized spectral Test
Joint.Wright	A Joint Version of Wight's Rank and Sign Test
JWright.crit	Critical Values for the joint versions of Wright's rank and sign tests
Lo.Mac	Lo-MacKinlay variance Ratio Tests
Panel.VR	Panel Variance Ratio Tests
Spec.shape	Spectral shape tests for random walk
Subsample.test	Subsampling test of Whang and Kim (2003)
VR.minus.1	Absolute Value of (VR - 1)
VR.plot	Variance Ratio Plot
vrtest	Variance Ratio tests and other tests for Martingale Difference Hypothesis
Wald	Wald Test of Richardson and Smith (1991)
Wright	Wright's Rank and Sign Tests
Wright.crit	Critical Values for Wright's rank and sign tests