Created
January 17, 2023 17:47
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| library(Kendall) | |
| # Annual precipitation entire Great Lakes | |
| # The time series plot with lowess smooth suggests an upward trend | |
| # The autocorrelation in this data does not appear significant. | |
| # The Mann-Kendall trend test confirms the upward trend. | |
| data(PrecipGL) | |
| plot(PrecipGL) | |
| lines(lowess(time(PrecipGL),PrecipGL),lwd=3, col=2) | |
| acf(PrecipGL) | |
| MannKendall(PrecipGL) | |
| # | |
| #Use block bootstrap | |
| library(boot) | |
| data(PrecipGL) | |
| MKtau<-function(z) MannKendall(z)$tau | |
| tsboot(PrecipGL, MKtau, R=500, l=5, sim="fixed") | |
| # | |
| # Deseasonalize a monthly time series and use the block bootstrap | |
| library(boot) | |
| data(manaus) | |
| z<-matrix(manaus, ncol=12, byrow=12) | |
| zm<-apply(z, MARGIN=2, FUN=mean) | |
| zs<-apply(z, MARGIN=2, FUN=sd) | |
| z2<-sweep(z, MARGIN=2, STATS=zm) #subtract monthly means | |
| z3<-sweep(z2, MARGIN=2, STATS=zs, FUN="/") #divide by monthly sd | |
| zds<-c(t(z3)) | |
| attributes(zds)<-attributes(manaus) | |
| plot(zds) | |
| #do Mann-Kendall trend test | |
| MannKendall(zds) | |
| #check robustness by applying block bootstrap | |
| MKtau<-function(z) MannKendall(z)$tau | |
| tsboot(zds, MKtau, R=500, l=12, sim="fixed") | |
| #the significance level has dropped! | |
| #it is significant now at about 2 sd |
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