eda_spearman_test: Spearman Test for Autocorrelation
Description
Performs the Spearman serial correlation test on annual maximum series data
to check for serial correlation at various lags. Reports the smallest lag
where the serial correlation is not statistically significant at the given
significance level (the least insignificant lag).
Usage
eda_spearman_test(data, alpha = 0.05)
Value
A list containing the test results, including:
data: The data argument.
alpha: The significance level as specified in the alpha argument.
null_hypothesis: A string describing the null hypothesis.
alternative_hypothesis: A string describing the alternative hypothesis.
rho: Numeric vector of serial correlation estimates for lags \(1\) to \(n-3\).
least_lag: The smallest lag at which the serial correlation is insignificant.
significant: Indicates whether the serial correlation is significant at each lag.
reject: If TRUE, the null hypothesis was rejected at significance alpha.
Arguments
data
Numeric vector of observed annual maximum series values.
Must be strictly positive, finite, and not missing.
alpha
Numeric scalar in \([0.01, 0.1]\). The significance
level for confidence intervals or hypothesis tests. Default is 0.05.