[R] Enquiry on Vrtest

[David Winsemius]

On May 28, 2011, at 10:58 AM, Chim Kaho wrote:

> Hi there,
>
> I am currently working on my dissertation which is about testing the
> martingale hypothesis in the stock market using a methodology  
> involving a
> range of variance ratio tests and multiple variance ratio tests. I  
> contacted
> the author of a reference paper and I was told that the tests can be
> conducted using R programming language. Although I have gone through  
> the
> theoretical background of the methodology, but I found it quite  
> difficult to
> implement the tests practically using my own data. As I have little
> experience in R.
>
> I would be really appreciated if you could do me a favour by giving  
> me some
> hints on to use the Reference Manual written by the author of  
> Vrtest, is it
> correct for me to read in my own data, and then type in the codes  
> from the
> reference manual to get results.Obviously, I have installed the Vrtest
> package. I tried to type in the command from the reference manual  
> and they
> always return "Error: could not find function", I would like to know  
> how to
> solve this. Many thanks.
>

A fairly common beginner mistake is to install a package but then not  
not understand that thye also need to laod it.

?require
?library

-- 
David Winsemius, MD
West Hartford, CT