trend.test {pastecs}

Test if an increasing or decreasing trend exists in a time series

Description

Test if the series has an increasing or decreasing trend, using a non-parametric Spearman test between the observations and time

Usage

trend.test(tseries, R=1)

Arguments

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 R1 (by default), an usual Spearman test is performed. If R > 1 then a bootstrap test is run

Value

A 'htest' object if R=1, a 'boot' object with an added boot$p.value item otherwise

Note

In both cases (normal test with R=1 and bootstrap test), the p-value can be obtained from obj$p.value (see examples)

Author(s)

Frédéric Ibanez ([e-mail]), Philippe Grosjean ([e-mail])

References

Siegel, S. & N.J. Castellan, 1988. Non-parametric statistics. McGraw-Hill, New York. 399 pp.

See Also

local.trend

Examples

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