DAFTest
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Function Description
Returns the results of an F-test applied to two
series designed to identify if the two have different variances, given the null
hypothesis that they are drawn from normal distributions with the same
variance.
The output has 7 rows and 2 columns (for Rows 1 to 4, ignore
second column entry for Rows 5 to 7):
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Row 1: means
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Row 2: (sample) variances
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Row 3: numbers of observations in each series
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Row 4: numbers of degrees of freedom for each series
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Row 5: F statistic
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Row 6: Probability of statistic being less than F-statistic if
null hypothesis applies, for one-tail test
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Row 7: Critical value of statistic for given level of alpha
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