statsmodels.sandbox.stats.runs.runstest_1samp¶

statsmodels.sandbox.stats.runs.runstest_1samp(x, cutoff='mean', correction=True)[source]¶

use runs test on binary discretized data above/below cutoff

Parameters:¶

x : array_like¶

data, numeric

cutoff : {'mean', 'median'} or number¶

This specifies the cutoff to split the data into large and small values.

correction : bool¶

Following the SAS manual, for samplesize below 50, the test statistic is corrected by 0.5. This can be turned off with correction=False, and was included to match R, tseries, which does not use any correction.

Returns:¶

• z_stat (float) – test statistic, asymptotically normally distributed

• p-value (float) – p-value, reject the null hypothesis if it is below an type 1 error level, alpha .