%stat351_runtest2.m
% run tests

>>X = normrnd(2,0.5, 100,1)
>>time=[1:100]
>>plot(time,X,'-')

%1 = increasing price
%0 = decreasing price

for i=2:100
    if (X(i)-X(i-1) > 0) 
        Y(i)=1
    else Y(i)=0
    end;
end;

>> Y'
ans =

     0
     1
     1
     0
     0
     1
     1
     0
     0
     .
     .
     .
        
%n1 = # of 1's n2= # of 0's

>>n1=sum(Y)
n1 =

    52
>>n2=100-sum(Y)
n2 =

    48
n=n1+n2;
    
>>P=zeros(1,n);

>>for r=2:2:n
  P(r)=2*nchoosek(n1-1,r/2-1)*nchoosek(n2-1,r/2-1)/nchoosek(n,n1);
end;
>>for r=3:2:n
  P(r)=(nchoosek(n1-1,(r-1)/2)*nchoosek(n2-1,(r-3)/2)+ nchoosek(n1-1,(r-3)/2)...
       *nchoosek(n2-1,(r-1)/2))/nchoosek(n,n1);
end;

%You will get error message but it's OK because

>>sum(P)
ans =

    1
      .
      .
      .
    0.0000
    0.0000
    0.0001
    0.0001
    0.0002
    0.0004
    0.0009
    0.0015
    0.0027
    0.0045
    0.0073
    0.0109
    -------
    0.0162
    0.0224
    0.0308
    0.0392
    0.0497
    0.0583
    0.0681
    0.0738
    0.0794
    0.0794
    0.0789
    0.0729
    0.0668
    0.0569
    0.0481
    0.0378
    0.0294
    0.0213
    0.0153
    --------
    0.0102
    0.0067
    0.0041
    0.0025
    0.0014
    0.0008
    0.0004
    0.0002
    0.0001
    0.0000
    0.0000
       .
       .
       .
       
>> sum(P(1:40))
ans =

    0.0177
>> sum(P(1:41))
ans =

    0.0286
>>sum(P(62:100))      
ans =

    0.0163
>> sum(P(61:100))
ans =

    0.0265    
    
%do not rejct H_0 if  40 < r < 61.

>>time=[1:100]
>>X = time.^(1/3) + normrnd(2,0.5, 100,1)'
>>plot(time,X,'-')