Questions tagged [test-for-trend]

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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 ...
3
votes
2answers
775 views

What is the best way to proof your time series has a deterministic linear trend

In case you suspect your time series has a linear trend, what is the best way to prove it? If you just regress it against time, you ignore the auto correlation of the time series so I assume that is a ...
3
votes
2answers
548 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 ...
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 ...
2
votes
2answers
2k views

Mann-Kendall test in R using 'Kendall' package: exact test or approximation?

Problem: I am trying to perform a test for trend using the MannKendall() function available in the Kendall R package. My number of data points is n=11. For this ...
0
votes
2answers
536 views

Is there a nonparametric test available in R to test for a trend in a binary variable?

I have e.g. the following (n=14) time series data: 0,0,0,1,0,1,0,1,1,0,1,1,1,0 By looking at this time series, it is easy to see that in the first half we have more zeros than ones and in the second ...
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-...
0
votes
2answers
145 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 ...
0
votes
1answer
375 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: ...