RunsTest

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trubador
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RunsTest

Postby trubador » Thu Apr 30, 2015 2:47 pm

This thread is about RunsTest add-in.

The add-in allows you to carry out a nonparametric test for the randomness of a given series.

Please read the documentation for further instructions.

mi34
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Joined: Mon Jul 27, 2015 8:13 am

Re: RunsTest

Postby mi34 » Mon Jul 27, 2015 8:19 am

Hello,

I am using the runs test add in and the result only shows the number of runs and the p-value. Does anybody know how I can determine the z statistic?
Thank you in advance.

Regards
Max

trubador
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Re: RunsTest

Postby trubador » Thu Jul 30, 2015 11:11 am

You can exploit the following relationship:

Code: Select all

scalar zstat = @qnorm(1-pval/2)

BNAponso
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Re: RunsTest

Postby BNAponso » Tue Jul 12, 2016 6:03 am

Hi, could I know which one the p value for the test is, I only see the resvec file that comes up when you do the runs test, which gives two values R1 and R2. I assume the R1 gives the number of runs, is R2 the p value? or is it the probability value that comes up when you click on view>descriptive statistics? I also need the Z statistic

trubador
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Re: RunsTest

Postby trubador » Wed Jul 13, 2016 8:10 am

From the documentation that comes with the add-in:
Analysis returns a vector of two values. First value corresponds to the number of runs and the second value represents the associated p-value.

As for computing the z-stat:
trubador wrote:You can exploit the following relationship:

Code: Select all

scalar zstat = @qnorm(1-pval/2)


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