Variance Ratio Test

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pierrecha2
Posts: 1
Joined: Thu Mar 10, 2016 11:50 am

Variance Ratio Test

Postby pierrecha2 » Thu Mar 10, 2016 12:01 pm

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
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