Hello
I'm running VR tests, using quarterly returns, on test periods of 3/12/60/120 months.
Can someone explain to me how the Demean data (allow drift) option works?
Thank you
Search found 1 match
- Thu Mar 10, 2016 12:01 pm
- Forum: Econometric Discussions
- Topic: Variance Ratio Test
- Replies: 0
- Views: 1656