Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 46, No. 1 (Apr., 1984), pp. 29-35 (7 pages) Expression for the distribution of the ratio of mean squares in balanced one-way ...
The variance-ratio (VR) test statistic, which is based on k-period differences of the data, is commonly used in empirical finance and economics to test the random walk hypothesis. We obtain the ...
The CMH option in the TABLES statement gives a stratified statistical analysis of the relationship between C and D, after controlling for A and B. The stratified analysis provides a way to adjust for ...