optimize time calculations program

I have a program, composed on a function and a loop (function enclosed and loop below), which takes a lot fo time to be performed. Can someone help me to optimize calculations time, you find also enclosed the function profiling.
X is a vector column (1:4000)
n=length(X);
for j=1:n-499
[H(j, :), pValue(j, :), Lambda(j, :), Orders(j, :)] = chaostest(X(j :j+499)) ;
end

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