Description Usage Arguments Details Value References Examples
Time series data is often influenced by serial correlation. When data are not random and influenced by autocorrelation, modified Mann-Kendall tests may be used for trend detction. Yue and Wang (2004) have proposed a variance correction approach to address the issue of serial correlation in trend analysis. Data are initially detrended and the effective sample size is calculated using the lag-1 autocorrelation coefficient.
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- Time series data vector |
The variance correction approach suggested by Yue and Wang (2004) is implemeted in this function. Effective sample size is calculated based on the AR(1) assumption.
Corrected Zc - Z statistic after variance Correction
new P.value - P-value after variance correction
N/N* - Effective sample size
Original Z - Original Mann-Kendall Z statistic
Old P-value - Original Mann-Kendall p-value
Tau - Mann-Kendall's Tau
Sen's Slope - Sen's slope
old.variance - Old variance before variance Correction
new.variance - Variance after correction
Kendall, M. (1975). Rank Correlation Methods. Griffin, London, 202 pp.
Mann, H. B. (1945). Nonparametric Tests Against Trend. Econometrica, 13(3): 245-259.
Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall’s Tau. Journal of the American statistical Association, 63(324): 1379. <doi:10.2307/2285891>
Yue, S. and Wang, C. Y. (2004). The Mann-Kendall test modified by effective sample size to detect trend in serially correlated hydrological series. Water Resources Management, 18(3): 201–218. <doi:10.1023/B:WARM.0000043140.61082.60>
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