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RE: st: Variance Ratio Test
From
Mark Bailie <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: Variance Ratio Test
Date
Thu, 19 Apr 2012 20:23:22 +0100
Dave, many thanks for getting back to me.
I'm a statistics beginner, and would like to test for the random walk in a series of stock prices.
I plan to use the varaince ratio test to test my variables variance against that of a random walk (1).
Is this just code: sdtest myvar ==1
And if so how do I interpret how the results from a the sdtest? i.e. how do I know if it has rejected the null hypothesis.
Many thanks
Mark
________________________________________
From: [email protected] [[email protected]] On Behalf Of Airey, David C [[email protected]]
Sent: 18 April 2012 22:52
To: [email protected]
Subject: re: st: Variance Ratio Test
.
In what context?
See -sdtest- and -robvar-.
-Dave
> hi, I'm slightly confused about how to test variables for the variance ratio test in stata?
>
> Any help would be much appreciated
>
> Kind regards,
>
> Mark
>
>
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