modifiedmk (version 1.1.0)

tfpwmk: Mann-Kendall Test applied to Trend Free Pre-Whitened Time Series Data in Presence of Serial Correlation Using Yue and Pion (2002) Approach.

Description

When the time series data is not random and influenced by auto-correlation, trend component is removed from the data and is Pre-Whitened prior to application of trend test in TFPW approach.

Usage

tfpwmk(x)

Arguments

x

- Time series data vector

Value

Z-Value - Z-Statistic after Trend-Free Prewhitening

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

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

P-value - P-Value after Trend-Free Prewhitening

S - Mann-Kendall 'S'- statistic

Var(s) - Variance of 's'

Tau - Mann-Kendall's Tau

Details

Trend component is removed from the original data and sujected to Pre-Whitening by calculating lag-1 serial correlation coefficient. The data thus generated is tested with Mann-Kendall trend test.

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., Pilon, P., Phinney, B., & Cavadias, G. (2002). The influence of autocorrelation on the ability to detect trend in hydrological series. Hydrological Processes, 16(9), 1807<U+2013>1829. <doi:10.1002/hyp.1095>.

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

Examples

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

# }