Mann-Kendall Rank Test
Performs the Mann-Kendall rank test of randomness.
rank.test(x, alternative)
x |
a numeric vector containing the observations |
alternative |
a character string specifying the alternative hypothesis. Must be one of " |
Missing values are removed.
The possible alternative values are "two.sided", "left.sided" and "right.sided" define the alternative hypothesis. By using the alternative "left.sided" the null of randomness is tested against a downward trend. By using the alternative "right.sided" the null hypothesis of randomness is tested against a upward trend.
A list with class "htest" containing the components:
statistic |
the value of the normalized statistic test. |
parameter |
The size n of the data. |
p.value |
the p-value of the test. |
method |
a character string indicating the test performed. |
data.name |
a character string giving the name of the data. |
P |
the value of the (non normalized) P statistic. |
mu |
the mean value of the P statistic. |
var |
the variance of the P statistic. |
Ayana Mateus and Frederico Caeiro
Brockwell, P.J. and Davis, R.A. (2002). Introduction to Time Series and Forecasting, 2nd edition, Springer (p. 37).
Mann, H.B. (1945). Nonparametric test against trend. Econometrica, 13, 245–259.
Kendall, M. (1990). Rank correlation methods, 5th edition. Oxford University Press, USA.
## ## Example 1 ## Sweet potato yield per acre, 1868-1937 in the United States. ## Available in this package. ## data(sweetpotato) rank.test(sweetpotato$yield) ## ## Example 2 ## Old Faithful Geyser Data on Eruption time in mins. ## Available in R package datasets. ## rank.test(faithful$eruptions)
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