求教 关于 variance ratio

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请问怎样在eviews 进行 variance ratio的计算? 我找过 帮助, 但里面没有关于variance ratio的东西, 还是需要别的软件? 谢谢

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关键词：variance varian ratio ance ATI 求教 ratio variance

Eviews里是有关于方差比检验，view-variance ratio test。
EViews allows you to perform the Lo and MacKinlay variance ratio test for homoskedastic and heteroskedastic random walks, using the asymptotic normal distribution (Lo and MacKinlay, 1988) or wild bootstrap (Kim, 2006) to evaluate statistical significance. In addition, you may compute the rank, rank-score, or sign-based forms of the test (Wright, 2000), with bootstrap evaluation of significance. In addition, EViews offers Wald and multiple comparison variance ratio tests (Richardson and Smith, 1991; Chow and Denning, 1993), so you may perform joint tests of the variance ratio restriction for several intervals.