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Using exogenous variables in testing for monotonic trends in hydrologic time series

Water Resources Research

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Abstract

One approach that has been used in performing a nonparametric test for monotonic trend in a hydrologic time series consists of a two-stage analysis. First, a regression equation is estimated for the variable being tested as a function of an exogenous variable. A nonparametric trend test such as the Kendall test is then performed on the residuals from the equation. By analogy to stagewise regression and through Monte Carlo experiments, it is demonstrated that this approach will tend to underestimate the magnitude of the trend and to result in some loss in power as a result of ignoring the interaction between the exogenous variable and time. An alternative approach, referred to as the adjusted variable Kendall test, is demonstrated to generally have increased statistical power and to provide more reliable estimates of the trend slope. -from Author

Additional Publication Details

Publication type:
Article
Publication Subtype:
Journal Article
Title:
Using exogenous variables in testing for monotonic trends in hydrologic time series
Series title:
Water Resources Research
Volume
24
Issue:
11
Year Published:
1988
Language:
English
Larger Work Type:
Article
Larger Work Subtype:
Journal Article
Larger Work Title:
Water Resources Research
First page:
1955
Last page:
1961
Number of Pages:
7