- statistics: [h, p, stats] = runstest (x, v)
Runs test for detecting serial correlation in the vector x.
Arguments
-
x is the vector of given values.
-
v is the value to subtract from x to get runs
(defaults to
median(x)
)
Return values
-
h is true if serial correlation is detected at the 95% confidence level
(two-tailed), false otherwise.
-
p is the probablity of obtaining a test statistic of the magnitude
found under the null hypothesis of no serial correlation.
-
stats is the structure containing as fields the number of runs
nruns; the numbers of positive and negative values of
x - v
,
n1 and n0; and the test statistic z.
Note: the large-sample normal approximation is used to find h and
p. This is accurate if n1, n0 are both greater than 10.
Reference:
NIST Engineering Statistics Handbook, 1.3.5.13. Runs Test for Detecting
Non-randomness, http://www.itl.nist.gov/div898/handbook/eda/section3/eda35d.htm
See also:
Source Code:
runstest