runs.test {tseries}R Documentation

Runs Test

Description

Computes the runs test statistic for the null of independence for the series x.

Usage

runs.test (x)

Arguments

x a numeric vector or time series.

Details

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.

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)