modifiedmk (version 1.1.0)

mkttest: Mann-Kendall Trend Test of Time series Data with out any modifications

Description

Mann-Kendall trend test is a non-parametric 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

Mann-Kendall trend test is a non-parametric trend tests which assuems no distribution of the data. Null hypothesis of the test is that there is no trend in the data and the alternate hypothesis is that the data represents a monotonic trend.

References

Mann, H. B. (1945). Nonparametric Tests Against Trend. Econometrica, 13(3), 245<U+2013>259. <doi:10.1017/CBO9781107415324.004>

Kendall, M. (1975). Multivariate analysis. Charles Griffin. Londres. 0-85264-234-2.

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)

# }