Variance Ratio Testing (both homoskedasicty and heteroskedasticity consistent)

Hi

I am a beginner to matlab and have been trying to conduct the above test. I have managed to import the data, labelled the series x, so I have a 182x1 matrix of prices. Would anyone be able to help me and provide a step by step code from this point as to how to conduct these tests? It would be very much appreciated.

Thank you

C

Answer 1

[Shashank Prasanna]

This maybe helpful, there are examples below:

http://www.mathworks.com/help/econ/vratiotest.html

Answer 2

[Marcus]

Thanks for the help, I was looking to do it step by step, as in build the test statistic, any ideas?

[Shashank Prasanna]

If you want to know how the above code was written, type the following in MATLAB:

>>  edit vratiotest

If you want to implement from scratch, and are stuck somewhere, then please post what you have so far and we can help you.