Hi everyone, I would like to test variances for mean reversion and ran into a few problems (sadly, I am not much of an econometrician...):1. I have time series of daily prices and returns per product (mostly commodity futures) counting between ca. 100 and 250 observations. Can I derive a time series for the variance (per product) by calculating it as a 5 day moving average? For example var1 would be calculated using returns (n, n-1, n-2, n-3, n-4), var2 would use (n-1, n-2, n-3, n-4, n-5) and so on?2. Is it valid to use a standard Dickey-Fuller test on a moving-average time series?3. Is there a better (yet computational easy) test? I only have MS excel available, no eViews or Matlab.Any help is greatly appreciated!D.