modifiedmk (version 1.1.0)

pwmk: Mann-Kendall Test of Pre-Whitened Time Series Data in Presence of Serial Correlation Using Yue and Wang (2002) Approach.

Description

When the time series data is not random and influenced by auto-correlation, Pre-Whitening the time series prior to application of trend test is suggested.

Usage

pwmk(x)

Arguments

x

- Time series data vector

Value

Z-Value - Z-Statistic after Pre-Whitening

Sen's Slope - Sen's slope for Prewhitened series

old. Sen's Slope - Sen's slope for Original data series 'x'

P-value - P-Value after Pre-Whitening

S - Mann-Kendall 'S'- statistic

Var(s) - Variance of 's'

Tau - Mann-Kendall's Tau

Details

Pre-Whitening involves calculating lag-1 serial correlation coefficient and calculating new-series.

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>

Yue, S., & Wang, C. Y. (2002). Applicability of prewhitening to eliminate the influence of serial correlation on the Mann-Kendall test. Water Resources Research, 38(6), 4-1-4<U+2013>7. <doi:10.1029/2001WR000861>

Salas, J.D., (1980). Applied modeling of hydrologic times series. Water Resources Publication.

Examples

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

# }