Recently I had this idea, to study noise in fx markets. I wrote my own statistics library, and when I started to apply tests I noticed that the tests were not accurate at all, Bartlett and Levene giving quite opposite results. Thing is, I had no idea how to apply the tests - I don't know in how many groups should I break the time series - because the tests weren't devised to analyse time series. So I made an 100 value sample (the first column of the gear.dat found here: http://www.itl.nist.gov/div898/handbook/eda/section3/eda3581.htm). But I don't get the same results and I don't know wether to trust my own calculations or not. Even for the Levene test, the inverse F function that I have doesn't yield the same results. (My inverse F (5, 10, 0.05) yields 3.3258, but for (9,90,0.05) yields 0.9999 instead of 1.985595 and the code is translated from the ALGLIB.net package for c++). So, multiple head scratches. But first I'd like to see if the algos are correct. I am pretty sure, I've been a lot thru the code, yet I don't have the final confirmation.