statsmodels.sandbox.stats.runs.runstest_1samp

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

use runs test on binary discretized data above/below cutoff

Parameters:

xarray_like

data, numeric

cutoff{‘mean’, ‘median’} or number

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

correctionbool

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_statfloat

test statistic, asymptotically normally distributed

p-valuefloat

p-value, reject the null hypothesis if it is below an type 1 error level, alpha .