coxstuart {tsutils}

Cox-Stuart test

Description

Perform Cox-Stuart test for location or dispersion.

Usage

coxstuart(y, type = c("trend", "deviation", "dispersion"), alpha = 0.05)

Arguments

y

input data.

type

type of test. Can be:

• "trend": test for changes in trend.

• "deviation": test for changes in deviation.

• "dispersion": test for changes in dispersion (range).

alpha

significance level.

Value

A list containing:

• H: hypothesis outcome.

• p.value: corresponding p-value.

• Htxt: textual description of the hypothesis outcome.

Author(s)

Nikolaos Kourentzes, [e-mail].

Examples

coxstuart(referrals)