Suppose you have a returns vector r, which contains values like +3, -2, -7, +3, etc. Then say:
require(tseries); test = runs.test(factor(sign(r))) print(test) If you want to access the prob value of the test from within a program, this is found in test$p.value -- Ajay Shah Consultant [EMAIL PROTECTED] Department of Economic Affairs http://www.mayin.org/ajayshah Ministry of Finance, New Delhi ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
