Test if an increasing or decreasing trend exists in a time series
Test if the series has an increasing or decreasing trend, using a non-parametric Spearman test between the observations and time
trend.test(tseries, R=1)
tseries |
a univariate or multivariate time series (a 'rts' object in Splus or a 'ts' object in R) |
R |
The number of time the series is/are resampled for a bootstrap test. If |
A 'htest' object if R=1, a 'boot' object with an added boot$p.value item otherwise
In both cases (normal test with R=1 and bootstrap test), the p-value can be obtained from obj$p.value (see examples)
Frédéric Ibanez (ibanez@obs-vlfr.fr), Philippe Grosjean (phgrosjean@sciviews.org)
Siegel, S. & N.J. Castellan, 1988. Non-parametric statistics. McGraw-Hill, New York. 399 pp.
data(marbio) trend.test(marbio[, 8]) # Run a bootstrap test on the same series marbio8.trend.test <- trend.test(marbio[, 8], R=99) # R=999 is a better value... but it is very slow! marbio8.trend.test plot(marbio8.trend.test) marbio8.trend.test$p.value
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