[R] Randomness tests
johannes at huesing.name
Thu Sep 24 08:04:40 CEST 2015
Giorgio Garziano <giorgio.garziano at ericsson.com> [Tue, Sep 22, 2015 at 10:24:25PM CEST]:
>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 ?
I don't know the details of all those tests but the general problem is
that the alternative hypothesis of "non-randomness" is of infinite
dimension and thus not testable. It depends on which deviations from
randomness you are interested in. You may also want to look into
scan statistics but I presume that difference.sign.test() will be
sensitive in a similar direction.
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