R help - Sep 2015 - Randomness tests

Hi,

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 ?

cox.stuart.test
difference.sign.test
bartels.rank.test
rank.test
runs.test

Tests provided by the randtests R package.

Thanks.

Giorgio Garziano



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Giorgio Garziano <giorgio.garziano at ericsson.com> [Tue, Sep 22, 2015 at
10:24:25PM CEST]:
>Hi,
>
>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.

-- 
Johannes H?sing               
http://derwisch.wikidot.com