User’s Guide : Basic Data Analysis : Series : Variance Ratio Test
Variance Ratio Test
The variance ratio test view EViews allows you to perform the Lo and MacKinlay variance ratio test to determine whether differences in a series are uncorrelated, or follow a random walk or martingale property.
See “Variance Ratio Test” for a discussion of the Lo and MacKinlay test and other variance ratio tests that you may perform using the series view.