Hello, 
I am looking for a code in R for the variance ratio test statistic (the
Lo and Mackinlay version or any other versions). 
Does anybody have such a code they can share or know a library in which
I can find this function? 
Basically I have a number of time series which I need to check for
persistence. One other test I can use is the runs test in the tseries
package. 
Any help will be greatly appreciated. 
Thanks a lot,
Rauf Ibrahim R.

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