| runs.test {tseries} | R Documentation |
Computes the runs test for randomness of the dichotomous (binary) data
series x.
runs.test(x, alternative = c("two.sided", "less", "greater"))
x |
a dichotomous factor. |
alternative |
indicates the alternative hypothesis and must be
one of "two.sided" (default), "less", or
"greater". You can specify just the initial letter. |
This test searches for randomness in the observed data series
x by examining the frequency of runs. A "run" is defined as a
series of similar responses.
Note, that by using the alternative "less" the null of
randomness is tested against some kind of "under-mixing"
("trend"). By using the alternative "greater" the null of
randomness is tested against some kind of "over-mixing"
("mean-reversion").
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. |
alternative |
a character string describing the alternative hypothesis. |
A. Trapletti
S. Siegel (1956): Nonparametric Statistics for the Behavioural Sciences, McGraw-Hill, New York.
S. Siegel and N. J. Castellan (1988): Nonparametric Statistics for the Behavioural Sciences, 2nd edn, McGraw-Hill, New York.
x <- factor(sign(rnorm(100))) # randomness runs.test(x) x <- factor(rep(c(-1,1),50)) # over-mixing runs.test(x)