variance ratio test

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variance ratio test [′ver·ē·əns ′rā·shō ‚test]

(statistics)

A technique for comparing the spreads or variabilities of two sets of figures to determine whether the two sets of figures were drawn from the same population. Also known as F test.

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No references found			These include the variance ratio test, the non-parametric runs tests and the unit root tests (2), (3), (7), (10). The random walk hypothesis for the Zimbabwe Stock Exchange: January ... by Sunde, Tafirenyika; Zivanomoyo, James / Journal of Social Sciences To separate the random component from the systematic component reflecting the changes of an underlying economic model, we employ the variance ratio test first developed by Tintner (1940) and the corresponding tests statistics by Lo and MacKinlay (1988). Memory in world stock prices by Arshanapalli, Bala G.; Belcher, Larry; Ma, Christopher K.; Mallett, James E. / International Journal of Business MacKinlay, 1989, "The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation," Journal of Econometrics 40, 203-238. The long-term risks of global stock markets by Jorion, Philippe / Financial Management			variable-length field variable-length operation variable-length record variable-length word Variable-Mu Tube variable-pitch propeller variable-reluctance microphone variable-reluctance pickup variable-reluctance stepper motor variable-reluctance transducer variable-resistance accelerometer variable-sequence robot Variable-Speed Drive variable-speed generator variable-speed motor variable-speed scanning variable-thickness microbridge variable-time fuse variable-transconductance circuit variable-volume air system variable-word-length Variables and Constants Variag Variag Gulf variance variance ratio test variant variant record variate variate difference method Variation variation diagram Variation of a Function variation of latitude variation order variation per day variation per hour variation per minute Variation Series Variational Graphics eXtended variational inequality variational method Variational methods variational principle Variational Principles of Mechanics Variational Statistics Variations Variations, Magnetic Varicap varicella Varicocele			variance variance variance variance Variance Accounted For Variance Adaptive Quantization variance analysis variance analysis variance analysis variance analysis variance analysis Variance Analysis Report Variance At Completion Variance Covariance variance error variance error variance error variance error Variance Factor Variance for the Population Variance Frequency Processor Variance Inflation Factor Variance of Error Propagation Length Variance Propagation Variance Purchase Order variance ratio distribution variance ratio distribution variance ratio distribution variance ratio distribution variance ratio distribution variance ratio test Variance Reduction Ratio Variance Residual Life Variance rule Variance swap Variance Swaps Variance to Mean Ratio Variance-covariance matrix Variance-minimization approach to tracking Variance-to-mean ratio Variance/Mean Ratio variances variances variances variances variances variant variant variant variant variant Variant (disambiguation) Variant (disambiguation) Variant (disambiguation) Variant (disambiguation) Variant Affecting Protein Structure or Expression Variant Albumin Proximal Factor Variant Also Negotiates variant angina variant angina variant angina

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