[R] Testing for randomness

Adrian Trapletti adrian.trapletti at lmttrading.com
Thu Apr 17 12:06:45 CEST 2003


> Subject: [R] Testing for randomness
> Date: Thu, 17 Apr 2003 09:30:18 +0100
> From: Wayne Jones <JonesW at kssg.com>
> To: "'r-help at stat.math.ethz.ch'" <r-help at stat.math.ethz.ch>
>
> Hi there,
>
> Does anyone know whether R has an inbuilt function to test if a series of
> numbers is completely random??

Maybe runs.test, bds.test, Box.test?? (package tseries and ts)

> thanks in advance,
>
> Wayne
>
> Dr Wayne R. Jones
> Statistician / Research Analyst
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>

Best
Adrian

--
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