Computes the runs test statistic for the null of independence for
- 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.
J. B. Cromwell, W. C. Labys and M. Terraza (1994): Univariate Tests for Time Series Models, Sage, Thousand Oaks, CA, 28--30.
x <- rnorm(100) # no runs runs.test(x) x <- 1:100 # one big run runs.test(x)