Nothing
trend.test <- function(tseries, R = 1) {
Call <- deparse(substitute(tseries))
x <- as.ts(tseries)
Names <- colnames(x)
if (R < 2) { # Simple test
if (is.matrix(x) == TRUE) { # Multiple time series
n <- ncol(x)
Time <- time(x)
res <- NULL
res[[1]] <- list(statistics = 1)
for (i in 1:n) {
res[[i]] <- cor.test(x[, i], Time, alternative = "two.sided", method = "spearman")
res[[i]]$data.name <- paste(Names[i], " and time(", Names[i], ")", sep = "")
}
names(res) <- Names
} else {# Single time series
res <- cor.test(x, time(x), alternative = "two.sided", method = "spearman")
res$data.name <- paste(Call, " and time(", Call, ")", sep = "")
}
} else {# Bootstrap test
# Spearman's rho for a single time series
test.trend <- function(Tseries) {
Tseries <- as.ts(Tseries)
rho <- cor(Tseries, time(Tseries), method = "spearman")
rho
}
# Spearman's rho used for multiple time series
test.trends <- function(Tseries) {
Tseries <- as.ts(Tseries)
data.rank <- apply(Tseries, 2, rank)
rhos <- apply(data.rank, 2, cor, time(Tseries), method = "spearman")
rhos
}
if (is.matrix(x) == TRUE && ncol(x) > 1) {
res <- tsboot(x, test.trends, R = R, sim = "fixed", l = 1)
} else {
dim(x) <- NULL
res <- tsboot(x, test.trend, R = R, sim = "fixed", l = 1)
}
boot.t <- res$t
boot.t0 <- res$t0
boot.R <- res$R
# Calculate P-value associated with the bootstrap test
n <- ncol(boot.t)
if (is.null(n)) { # Single test
if (boot.t0 > 0) { # Count larger values
P <- (sum(boot.t > boot.t0)/boot.R) +
(sum(boot.t < -boot.t0)/boot.R)
} else {# Count smaller values
P <- (sum(boot.t < boot.t0)/boot.R) +
(sum(boot.t > -boot.t0)/boot.R)
}
} else {# Multiple tests
P <- NULL
if (boot.t0 > 0) { # Count larger values
for (i in 1:n)
P[i] <- (sum(boot.t[, i] > boot.t0[i])/boot.R) +
(sum(boot.t[, i] < -boot.t0[i])/boot.R)
} else {# Count smaller values
for (i in 1:n)
P[i] <- (sum(boot.t[, i] < boot.t0[i])/boot.R) +
(sum(boot.t[, i] > -boot.t0[i])/boot.R)
}
names(P) <- dimnames(boot.t)[[2]]
res$p.value <- P
}
}
res
}
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