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Thank you so very much.

Ok. Just to be clear. By go with the second test you mean the one testing for Heteroscedasticity.

Ok. I did that. No comparing my Heteroskedasticity implies the series is a martingale, but my Homoscedasticity implies that the hypothesis be rejected since the p value comes to .0045 compared to heteroskedasticity with a value of .1619. Which one is more conclusive to use. Does this mean the datase...

I am trying to do my dissertation, I notice most persons include the homoscedasticity results in their testing. Based on the results from Eviews it looks like heteroscedasticity may be default. How can I perform my Lo-MacKinlay variance ratio testing assuming homoscedasticity? Please let me know. Th...