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:
statisticthe value of the test statistic.
p.valuethe p-value of the test.
methoda character string indicating what type of test was
performed.
data.namea character string giving the name of the data.
References
J. B. Cromwell, W. C. Labys and M. Terraza (1994): Univariate
Tests for Time Series Models, Sage, Thousand Oaks, CA, pp. 28-30.