Questions tagged [test-for-trend]

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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. ...
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1answer
42 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: ...
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27 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 ...
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33 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 ...
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8 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 ...
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1answer
31 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 ...
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56 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 ...
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34 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 ...
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2answers
199 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 ...
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31 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 ...
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2answers
28 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 ...
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211 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 ...
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1answer
28 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?
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What is the name of the significance test SAP uses to identify trend?

I've been struggling for a while trying to identify which test does this equation belongs to: SAP uses this method to identify trends in its automatic model selection. You can find further ...
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38 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-...
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31 views

Order of factor in test.for.trend survminer/survMisc R packages

I have some problems with the results of the function comp() from survMisc and surv_pvalue() from survminer R packages. They ...
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1answer
122 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 ...
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12 views

Temporal test for treatment when control is zero

I have a 5-year time series of abundance for three replicates in response to treatment, and three control replicates. ...
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33 views

In R, using the Johansen test for cointegration, how do you know if you should use trend?

As the title, really. In my time series class, we only ever covered using using the option constant, and never trend. But now when playing around, I notice markedly different results. Ie, if I use ...
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15 views

How are ranks defined in Page's trend test?

I'm confused about the two kinds of rank in a Page test with $n$ conditions and $k$ subjects. Wikipedia says the $i$th condition receives a rank $Y_i$ and a sum $X_i$ over the subjects' ranks. In ...
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30 views

Difference between Trend Analysis techniques

What is the difference between CUSUM test, supermum F-test, and Mann-Kendall test? Which of them is based on linearity/Non-linearity, Parametric/Non-parametric techniques?
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1answer
25 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 ...
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87 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 [...
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44 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 ...
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1answer
558 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 ...
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1answer
189 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 ...
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1answer
310 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)?
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1answer
359 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.
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2answers
93 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 ...
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2answers
93 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 ...
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1answer
1k 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 ...
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15 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 ...
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0answers
116 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 ...
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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 ...
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0answers
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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 ...
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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: ...
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1answer
101 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 ...
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2answers
128 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 ...
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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 ...
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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 ...
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1answer
93 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. ...
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1answer
95 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-...
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162 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 ...
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114 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?
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1answer
741 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 ...
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0answers
111 views

Using the likelihood-ratio test as a Cochran-Armitage test for trend

Maybe this is a silly question, but I need to perform a test for trend in a 2x3 contingency table and I've been said to use the Cochran-Armitage test for trend with weights (0, 1, 2). Okay, that's ...
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1answer
146 views

Doubts on ARIMA models forecast to account for an exponential trend only later in time

I have a 10 years daily data series, with no indicative trend on the first 8 years but seemingly exponential growth in the last 2. I’m using R with forecast ...
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0answers
50 views

Nonparametric test for difference in trends?

I have an experiment where two groups of individuals get some variable repeatedly measured at regular intervals. I'd like to know if one group is trending faster or slower than the other (and in what ...
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1answer
229 views

Trend prediction with binary data

I have data of 11 years where for each year the values are binary (0 and 1). The sample sizes for each year are different (for example for 1989 n=8 and for 2004 n=30). The goal is to see if there is a ...
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Which test to determine if there is a difference between pharmacological reaction and population characteristic (e.g. ethnicity) in R?

I have a data set where each row represents an individual and their respective measure of pharmacological reaction (protein level) in addition to their epidemiologic characteristics (e.g. ethnicity, ...