statsmodels.sandbox.stats.runs.Runs.runs_test
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Runs.runs_test(correction=True)
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basic version of runs test
Parameters: 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.
pvalue based on normal distribution, with integer correction :
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