Questions tagged [test-for-trend]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
0
votes
0answers
14 views

Mann-Kendall Test of a trend

From the construction of Mann-Kendall Test, I conclude that in the absence of a trend, the data is supposed to be i.i.d. Therefore, one can not use Mann-Kendall Test to test trend in ARMA models. Is ...
0
votes
2answers
28 views

Does negative Z score in Cochran-Armitage test implies the presence of an increasing trend?

Given the p-value is less than 0.05 does negative Z score in two-sided Cochran-Armitage test implies the presence of an increasing trend?
0
votes
1answer
14 views

A trend test similar to Mann-kendall but with more than one observation on each time point

I'm trying to find the right test for to determine the trend of a set of values with some measure of statistical significance. I came across the mann-kendall test but realized it had the limiation of ...
2
votes
2answers
54 views

Statistical test to check whether several datasets may be approximated with a single fit

I have a system that simulates some physical phenomenon. The true behavior is assumed to be described with a linear function $x(t) = a t + b$. Due to the randomized nature of the simulation each run ...
0
votes
0answers
18 views

KPSS test with different results for trend and single mean models

I am having some dilemma while interpreting my KPSS stationarity test. As in the image below, null is rejected for single mean model while not for trend model. Does it mean "after considering the ...
2
votes
0answers
104 views

p trend for Hazard Ratios of a categorical independent variable

I ran an analysis using a Proportional Hazards Cox regression model. My variable of interest is exposure to pesticides (kg of pesticides applied within 500m of home). We do not expect a linear ...
0
votes
1answer
29 views

How to detect automatically if a two-dimensional set of points shows a trend?

I am trying to find pairs of predictor variables that give a good structure map for a dataset of chemical compounds. Structure maps in chemistry are 2D-plots, in which two independent predictor ...
1
vote
0answers
26 views

Test for trend across ordinal categories: which test to use?

I want to test for a trend in a continuous (non-normal) response variable across ordinal categories. I came across multiple test that seem suitable for this problem. Particularly, the R package ...
0
votes
0answers
55 views

Modeling Pre-Trends in Difference-in-Differences

To get right to the point, the canonical difference-in-differences design is as follows: $$ y_{it} = \alpha + \gamma T_{i} + \lambda Post_{t} + \delta (T_{i} \times Post_{t}) + \varepsilon_{it}, $$ ...
1
vote
2answers
64 views

Trend & Seasonality Determination in Time Series without looking at Graph [duplicate]

Most of the articles I have read describe determining Trends and Seasonal (TS) effects through rolling your eyes on Graphs. Graph is a nice visual representation, but I am looking a way in either ...
0
votes
0answers
30 views

Samples required by Mann-Kendall Test vs Modified Mann-Kendall Test

Does the modified Mann-Kendall test by Hamed and Rao [1] require more samples than the original Mann-Kendall test? For example, the Visual Sample Plan (VSP) tool [2] calculates the number of samples ...
0
votes
0answers
105 views

How to check parallel trends assumption in DiD when treatment occurred in different moments of time?

I analyze a reform which introduced tax cuts for small firms. Different regions pursued this policy in different years. I estimated the effect using a fixed-effect model with a dummy on being treated. ...
0
votes
1answer
561 views

KPSS: Difference between level stationary and trend stationary

Can anyone please clarify for me the differences between level stationary and trend stationary in KPSS test? I run the KPSS test with trend and level on same time series and the results are: H0: ...
0
votes
0answers
38 views

Can I do a trend analysis with just 4 years of data?

I have proportions of health service use (several different types) across 4 years. All types of health services appear to be increasing over time. I wonder if it is possible to do a trend analysis ...
0
votes
0answers
53 views

how to regress for common trend assumption

I have a database of applicants for a grant and their applications for each year. I want to know the effect of the grant on nr of publications. But first i want to perform a common trend analysis. i ...
1
vote
0answers
10 views

Modeling and testing for trends in hospital-surveillance (count, event) data

Intro Hi all, I'm working with hospital-based surveillance data. My peers and I are trained (loosely speaking) as frequentists. I'm mindful of the aphorism: Statistics: A subject which most ...
1
vote
1answer
54 views

Cox-Stuart vs Augmented Dickey Fuller

Given a time series, suppose I wish to determine if trend is present. I understand I can use the Cox-Stuart test (https://www.r-bloggers.com/trend-analysis-with-the-cox-stuart-test-in-r/), but I have ...
1
vote
0answers
281 views

Seasonal Mann Kendall vs Mann Kendall test [closed]

Does anyone have any thoughts on the use of these methods and when both might be used to explore trends in the data. I think most people who sample monthly, quarterly or biannually would jump ...
4
votes
0answers
70 views

Simple trend analysis with unbalanced & short panel data

I have the following (unbalanced) panel data: yearly sustainability ratings (ESG) of ca. 2000 individual firms over a 11-year period. The average observations per firm only covers 5.3 periods. These ...
4
votes
2answers
747 views

Why ARIMA/ARMA is performing very bad on out of sample (future) prediction?

I am working on a time series forecasting problem. The time series is - I plotted the rolling mean and rolling variance - rolling mean - and the rolling variance- The rolling mean/variance has not ...
0
votes
0answers
34 views

Estimating the trend over time

I have series of data which is quarterly. I want to analyze is there any significance increase over time. With my little knowledge about ARIMA and time series I used auto.arima function ...
1
vote
2answers
53 views

Choosing trend analysis period

I'm having trouble figuring out whether its important to have a common period of time when performing hypothesis testing for trend analysis. I have time-series data of varied length - some sites have ...
1
vote
0answers
354 views

two-sided Mann-Kendall test, interpretation p-values from R:trend package

I would like to perform a two-sided Mann-Kendall Test to check if I have a trend in my data. I understand that I calculate the Mann-Kendall statistic S with And the variance of S Then I calculated ...
1
vote
1answer
32 views

how should I specify a deterministic trend in my time series data?

How can I specify a trend (term) in my time series data? does it have a logical procedure or is it totally base on visual interpretation of historical plot?
1
vote
0answers
60 views

What is the statistical test to use for a trend analysis for continuous variables (non-paired)?

Please excuse my very elementary question... Please see attached graph. This is an example of the kind of data I'm trying to analyze. The data points are non-paired. There is definitely a time-...
1
vote
1answer
140 views

Linear Regression Approach For Trends

I'm working on a project with genetics but I think my problem is applicable to general statistics. I want to test frequency (Minor Allele Frequency) of a SNP/variant across 5 age categories to see ...
0
votes
1answer
28 views

Metric to Simulataneously Describe Linear Slope and Fit

I am currently running an analysis to quantify temporal linear trends across repeated measurements acquired during a physical ergonomics experiment (i.e., evaluating posture metrics collected over ...
2
votes
0answers
118 views

Looking at trend in count data

I have a clinic dataset with count data collected on a monthly basis from January 2013 - May 2018. There are 20+ variables. Almost all of them are "number of patients who accepted xyz treatment" in [...
1
vote
0answers
74 views

Ordered Chi squared or trend tests

I've applied the Stata non-parametric test for trend (nptrend) for a two-way table including one ordered categorical data (quintiles of deprivation index). Such clearly ordered variables are ...
2
votes
1answer
798 views

What if Cochran-Armitage test (“linear by linear association” for trend in SPSS) is significant but associated chi-square test is not signficant?

I administered a customer service satisfaction survey, and one of the questions is a check-all-that-apply asking respondents to check the boxes for the services that they liked most (medication ...
0
votes
1answer
228 views

One Sided Trend Tests?

I need to test that I have a decreasing rate for a variable I'm testing, but I'm not sure what one-sided trend tests are available? I originally started using the Mann Knedall test because my data are ...
0
votes
1answer
342 views

Can Mann-Kendall Trend Test be used for a Data set with monthly sales count?

Could I use the Mann-Kendall Trend test for a data set of monthly sales (counts)?
1
vote
1answer
482 views

Significance of a trend [closed]

How would I work out if my data (sea ice extent) has a statistically significant trend (increase/decrease)? It is one value per year from 1979 to 2017.
0
votes
2answers
105 views

Long-term relation between time series with deterministic trends

say I have two time series that move together but both seem to be characterised by a deterministic trend. I have two questions: How can I test whether the trend is deterministic or stochastic? How ...
1
vote
2answers
111 views

Detrending a nice series with dummys and a break

I have a problem with a time series. In short: How do I detrend a time series with a break and some big outliers? Long version: I want to detrend a time series into a trend and some cyclical ...
2
votes
1answer
2k views

Detrending or not and should I always take log first?

I have some trouble with a specific time series. The time series itself is pretty short: Only 73 observations that look like this: First problem: Detrend or not? First I need to find out if the time ...
1
vote
0answers
16 views

A test for Explantory method for testing if multiple pooled cross-sectional panels have same trend

I am trying to test to see if there is a "universal" trend in homicide across multiple nations. First, I utilized squared semi-partial correlation coefficient by estimating two models (1) a model ...
1
vote
0answers
144 views

Implementing Hamed and Rao (1998) and Yue and Wang (2004) Modified Mann-Kendall test in R- Help with Correction Factor Calculation?

I am trying to modify the code mkTrend.R from 'fume' package to implement Hamed and Rao (1998) variance correction approach. From the code of mkTrend, the following line is very confusing (Line-29 to ...
1
vote
0answers
95 views

Can the Mann Kendall Trend test be used on binary data?

If I have a dataset consisting of binary data e.g. (0,1,0,1,1,0,1,1,1,0,0,1), can I use the Mann-Kendall test to determine if there are an increasing or decreasing number of 1's? (My question is less ...
1
vote
0answers
16 views

Nonlinear methods for detecting and measuring the strength of a trend in the context of unit roots

I am looking for statistical methods to detect the presence and strength of a trend in the context of unit root testing. We could for instance use a trend-stationarity ADF test: Here the t-statistic ...
1
vote
1answer
2k views

Mann-Kendall's trend test result

I'm running the Mann-Kendall trend test on my data (35 different vectors, 5 elements each). What I'm doing for each one is: ...
1
vote
1answer
106 views

How do I test for trend in sum of random variable?

I have a dataset with cost measurements for hospital admissions of ~25,000 patients over multiple years. Cost seems to be log-normal distributed and taking the logarithm results in an approximately ...
0
votes
2answers
146 views

How to analyze trends of multiple patients' data before and after an intervention

I have data for 200 patients' blood sugar levels before and after an intervention. There are multiple readings both before and after the intervention. In order to see if the intervention had a ...
4
votes
1answer
1k views

Decompose a time series data into deterministic trend and stochastic trend

Given the comments below, I reformed my questions with more background information and simulation/examples. My question also includes the validity of the method in theory. Please correct me if any ...
0
votes
0answers
30 views

Search for universal monotoneous function for time-series trend removal

I have some time-series. They may be written as $$T(n)-T(n-1)=f(n)+\xi,$$ where T(n) - time of $n^{th}$ occurrence, $f(n)$ some monotonous function from number of event, $\xi$ random noise. These ...
0
votes
1answer
104 views

How can I calculate relative difference among 3 columns?

So I have 4 columns of data, shown below. The first column is the independent variable and the next 3 columns are the values of dependent variables. ...
0
votes
1answer
101 views

Finding an appropriate trend test

I have 50 years of rainfall data and it is categorised based on intensity over a region (eg:1-10mm/day, 11-20mm/day ect.). I want to test the trends in the frequencies of each category. Is Mann-...
1
vote
0answers
186 views

Stochastic or deterministic trend

Having run panel unit root tests, we cannot reject the null of individual unit root (Im, Pesaran), suggesting a non-stationary series. Question 1 At this point, how do we know if we have a ...
0
votes
0answers
138 views

Non-parametric test for trend

I have non-normal data which are sampled from roughly 4 subjects at 4 dose levels. Is there a nonparametric test for trend I can use in SAS?
2
votes
1answer
845 views

Change in proportion in two populations over time

I have a data set composed of two groups which had two different treatments. They are treated over 8 weeks. The endpoint is binary - either they respond or not during each week. Thus, for any given ...