I am conducting tests for my dissertation and i am having difficulty in determining whether the data follows a random walk from the variance ratio test results. Any help would be appreciated. Thanks in advance.
value= 0.621041
df= 523
probability= 0.9531
individual tests: stats for each period:
z statistics for period 2=-0.2306 prob=0.8176 variance ratio=0.9815
z statistics for period 4=0.3253 prob=0.7450 variance ratio=1.0461
z statistics for period 8=0.6210 prob=0.5346 variance ratio=1.1346
z statistics for period16=0.4766 prob=0.6337 variance ratio=1.1424
Variance ratio test results interpretation.
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