A computer enhanced runs test for smoothed data.

Abstract

For a series of data points that follow a pattern due to natural ordering, I develop a modified runs test for continuous data to detect such a pattern. The test statistic is the number of runs in the series after having smoothed the data with use of a moving average. The testing procedure is based on permutations of the original data. My simulations indicate that the modified test is generally more powerful than the usual runs test.