Description Usage Arguments Details Value References Examples
Hamed (2009) proposed a prewhitening technique in which the slope and lag-1 serial correltaion coefficient are simultaneously estimated. The lag-1 serial correlation coefficient is then corrected for bias before prewhitening.
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- Time series data vector |
Employs ordinary least squares (OLS) to simultaneously estimate the lag-1 serial correlation coefficient and slope of trend. The lag-1 serial correlation coefficient is then bias corrected.
Z-Value - Mann-Kendall Z-statistic after bias corrected prewhitening
Prewhitened Sen's Slope - Sen's slope of the prewhitened data
Sen's Slope - Sen's slope for the original data series 'x'
P-value - p-value after prewhitening
S - Mann-Kendall 'S' statistic
Var(s) - Variance of 'S'
Tau - Mann-Kendall's Tau
Hamed, K. H. (2009). Enhancing the effectiveness of prewhitening in trend analysis of hydrologic data. Journal of Hydrology, 368: 143-155.
Kendall, M. (1975). Multivariate analysis. Charles Griffin. Londres. 0-85264-234-2.
Mann, H. B. (1945). Nonparametric Tests Against Trend. Econometrica, 13(3), 245-259. <doi:10.1017/CBO9781107415324.004>
van Giersbergen, N. P. A. (2005). On the effect of deterministic terms on the bias in stable AR models. Economic Letters, 89: 75-82.
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