PagesData {trend}

Simulated data of Page (1955) as test-example for change-point detection

Description

Simulated data of Page (1955) as test-example for change-point detection taken from Table 1 of Pettitt (1979)

Usage

data(PagesData)

Format

a vector that contains 40 elements

Details

According to the publication of Pettitt (1979), the series comprise a significant p = 0.014 change-point at i = 17. The function pettitt.test computes the same U statistics as given by Pettitt (1979) in Table1, row 4.

References

Page, E. S. (1954), A test for a change in a parameter occuring at an unknown point. Biometrika 41, 100–114.

Pettitt, A. N., (1979). A non-parametric approach to the change point problem. Journal of the Royal Statistical Society Series C, Applied Statistics 28, 126–135.

See Also

pettitt.test

Examples

data(PagesData)
pettitt.test(PagesData)