Hello
I am a new user of R software. I benefit from using vrtest-package. However, the codes provided by the aforementioned package, for example, calculate the test statistics for Lo and Mackinlay (1988) under the assumptions of homoscedasticity and heteroscedasticity without computing the value of the variance ratio itself. 
 
I would be grateful if you could instruct me how to calculate the variance ratio of Lo and Mackinlay (1988) and Chow and Denning (1993)
 
 
Waiting eagerly for your reply.
Amira Akl Ahmed


      
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