[R] Enquiry on Vrtest

From: Chim Kaho <k.chim510_at_gmail.com>
Date: Sat, 28 May 2011 15:58:26 +0100


Hi there,

I am currently working on my dissertation which is about testing the martingale hypothesis in the stock market using a methodology involving a range of variance ratio tests and multiple variance ratio tests. I contacted the author of a reference paper and I was told that the tests can be conducted using R programming language. Although I have gone through the theoretical background of the methodology, but I found it quite difficult to implement the tests practically using my own data. As I have little experience in R.

I would be really appreciated if you could do me a favour by giving me some hints on to use the Reference Manual written by the author of Vrtest, is it correct for me to read in my own data, and then type in the codes from the reference manual to get results.Obviously, I have installed the Vrtest package. I tried to type in the command from the reference manual and they always return "Error: could not find function", I would like to know how to solve this. Many thanks.

-- 
Best regards


River Jim

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Received on Sat 28 May 2011 - 15:49:41 GMT

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