  A simple test is proposed for examining the correctness of a given completely
specified response function against unspecified general alternatives in the
context of univariate regression. The usual diagnostic tools based on residuals
plots are useful but heuristic. We introduce a formal statistical test
supplementing the graphical analysis. Technically, the test statistic is the
maximum length of the sequences of ordered (with respect to the covariate)
observations that are consecutively overestimated or underestimated by the
candidate regression function. Note that the testing procedure can cope with
heteroscedastic errors and no replicates. Recursive formulae allowing to
calculate the exact distribution of the test statistic under the null
hypothesis and under a class of alternative hypotheses are given.
