runs.test(tseries)R Documentation

Runs Test

Description

Computes the runs test statistic for the null of independence for the series x. This test searches for independence in the observed series by examining the frequency of runs. Before computing the statistic, zero values of x are eliminated.

Missing values are not allowed.

Usage

runs.test (x)

Arguments

x a numeric vector or time series.

Value

A list with class "htest" containing the following components:
statistic the value of the test statistic.
p.value the p-value of the test.
method a character string indicating what type of test was performed.
data.name a character string giving the name of the data.

Author(s)

A. Trapletti

References

J. B. Cromwell, W. C. Labys and M. Terraza (1994): Univariate Tests for Time Series Models, Sage, Thousand Oaks, CA, pp. 28-30.

Examples

x <- rnorm (100)  # no runs
runs.test (x)

x <- 1:100  # one big run
runs.test (x)


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