runs.test {tseries} | R Documentation |
Computes the runs test statistic for the null of independence for
the series x
.
runs.test (x)
x |
a numeric vector or time series. |
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.
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. |
A. Trapletti
J. B. Cromwell, W. C. Labys and M. Terraza (1994): Univariate Tests for Time Series Models, Sage, Thousand Oaks, CA, pp. 28-30.
x <- rnorm (100) # no runs runs.test (x) x <- 1:100 # one big run runs.test (x)