[R] Lo and MacKinlay variance ratio test (Lo.Mac)

[Cassius2]

Hi all,

I am trying to calculate the variance ratio of a time series under
heteroskedasticity.
So I know that the variance ratio should be calculated as a weighted average
of autocorrelations.
But I don't find the same results when I calculate the variance ratio
manually and when I compute the M2 (M2 for heteroskedasticity) variance
ratio using  Lo.Mac function in R.

Anybody knows what formula R is using to calculate the M2 statistics?
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