R语言 TSA包 runs()函数中文帮助文档(中英文对照)

loveR

runs(TSA)
runs()所属R语言包：TSA

                                        Runs test
                                         运行测试

                                         译者：生物统计家园网 机器人LoveR

描述----------Description----------

Test the independence of a sequence of random variables by checking whether there are too many or too few  runs above (or below) the median.  
测试的独立随机变量的序列，通过检查是否有过多或过少的运行上方（或下方）的中位数。


用法----------Usage----------


runs(x,k=0)



参数----------Arguments----------

参数：x
time series
时间序列


参数：k
the value above or below which runs are counted; default is zero, so data is assumed to have zero median
值高于或低于它的运行计数，默认值是零，所以数据被认为有中值为零


Details

详细信息----------Details----------

The runs test examines the data  in sequence to look for patterns that would give evidence against independence. Runs above or below k  are counted. A small number of runs would indicate that neighboring values are  positively dependent and tend to hang together over time.  On the other hand, too many runs would indicate that the data  oscillate back and forth across their median of zero.  Then neighboring residuals are negatively dependent.  So either too few or too many runs lead us to reject independence. When applied to residuals, the runs test is useful for model diagnostics.
运行测试研究中的数据序列，寻找将作证反对独立的模式。运行的上方或下方，k的计数。少数的运行表明，相邻的值是正相关的，而且往往随着时间的推移团结一致。另一方面，太多的运行将表明该数据来回摆动跨越它们的中位数为零。相邻残差是负相关的。因此，无论是运行太少或太多导致我们拒绝的独立性。当应用于残差，运行测试是有用的模型诊断。


值----------Value----------

<table summary="R valueblock"> <tr valign="top"><td>pvalue</td> <td> p-value of the test</td></tr> <tr valign="top"><td>observed.runs</td> <td> observed number of runs</td></tr> <tr valign="top"><td>expected.runs</td> <td> expected number of runs</td></tr> <tr valign="top"><td>n1</td> <td> number of data less than or equal to k</td></tr> <tr valign="top"><td>n2</td> <td> number of data above k</td></tr> </table>
<table summary="R valueblock"> <tr valign="top"> <TD> pvalue</ TD> <TD>测试的p值</ TD> </ TR> <TR VALIGN = “顶”> <TD> observed.runs </ TD> <TD>观察到的试验次数</ TD> </ TR> <tr valign="top"> <TD>expected.runs</ TD > <TD>预期数量的运行</ TD> </ TR> <tr valign="top"> <TD>n1</运输署“<td>数目的数据少比或等于k </ TD> </ TR> <tr valign="top"> <TD> n2 </ TD> <TD>以上数据K </ TD> </ TR> </表>


（作者）----------Author(s)----------


Kung-Sik Chan



实例----------Examples----------


data(tempdub)
month.=season(tempdub) # the period sign is included to make the printout from[期号包括使打印出来的]
# the following command clearer.[下面的命令更清晰。]
model3=lm(tempdub~month.) # intercept is automatically included so one month (Jan) is dropped[自动包括在内，以便拦截一个月（月）股价下跌]
summary(model3)
runs(rstudent(model3))

转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。


注：
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