modifiedmk (version 1.6)

mkttest: Mann-Kendall Trend Test of Time Series Data Without Modifications

Description

The Mann-Kendall trend test is a nonparametric trend test used to identify monotonic trends present in time series data.

Usage

mkttest(x)

Arguments

x

- Time series data vector

Value

Z - Mann-Kendall Z statistic

Sen's slope - Sen's slope

S - Mann-Kendall S statistic

Var(s) - Variance of S

P-value - Mann-Kendall p-value

Tau - Mann-Kendall's Tau

Details

The Mann-Kendall trend test is a nonparametric trend tests which assumes no distribution of the data. The null hypothesis of the test is that there is no trend in the data and the alternative hypothesis is that the data represents a monotonic trend.

References

Kendall, M. (1975). Rank Correlation Methods. Griffin, London, 202 pp.

Mann, H. B. (1945). Nonparametric Tests Against Trend. Econometrica, 13(3): 245-259.

Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall<U+2019>s Tau. Journal of the American statistical Association, 63(324): 1379. <doi:10.2307/2285891>

Examples

# NOT RUN {
x<-c(Nile)
mkttest(x)

# }