trend.test {pastecs} | R Documentation

## 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 (ibanez@obs-vlfr.fr), Philippe Grosjean (phgrosjean@sciviews.org)

### 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

[Package pastecs version 1.3-4 Index]