I'm trying to perform a Lo and MacKinlay Variance-Ratio Test in R, there is a function for this in the 'vrtest' package called "Lo.Mac". This function works as intended and everything seems okay but the problem is that the function only prints the test statistic but not the underlying variance-ratio. What would be the easiest way to get the variance-ratio from the function? You could just reverse engineer the value from the test statistic but I'm wondering if it is possible to print it straight from the function?
Any help would be greatly appreciated!
