F test for Quantitative and Algo trading with R
X = c(1.2, 3.1, -1.3, 2.4, -0.6, 3.9, -8.1, 5.2)
Y = c(1.3, 3.2, -2.3, 2.9, -0.6, 3.9, -10.5, 6.2)
(X,Y)
var(X)
var(Y)
A = c(1.2, 2.1, -1.3, 2.1, -1.6, 5.9, -3.1, 2.2)
B = c(5.3, 5.2, -2.3, 2.9, -8.6, 3.9, -10.5, 6.2)
(A,B)
var(A)
var(B)