[R] Variance Ratio test

[Mesomeris, Spyros [CIR]]

Hello,

I am looking for a code in R for the variance ratio test statistic (the
Lo and Mackinlay version or any other versions).

Does anybody have such a code they can share or know a library in which
I can find this function?

Basically I have a number of time series which I need to check for
persistence. One other test I can use is the runs test in the tseries
package.

Any help will be greatly appreciated.

Thanks a lot,
Spyros