[R] Randomness tests

Giorgio Garziano giorgio.garziano at ericsson.com
Tue Sep 22 22:24:25 CEST 2015


Hi,

to test randomness of time series whose values can only be +1 and -1, are all following
randomness tests applicable or only a part of ?

cox.stuart.test
difference.sign.test
bartels.rank.test
rank.test
runs.test

Tests provided by the randtests R package.

Thanks.

Giorgio Garziano



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