Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If you need an accessible version of this item please contact JSTOR User Support

Improved Tests for Trend in Time Series Data

Wayne A. Woodward, Steven Bottone and H. L. Gray
Journal of Agricultural, Biological, and Environmental Statistics
Vol. 2, No. 4 (Dec., 1997), pp. 403-416
Stable URL: http://www.jstor.org/stable/1400511
Page Count: 14
  • Read Online (Free)
  • Download ($14.00)
  • Subscribe ($19.50)
  • Cite this Item
If you need an accessible version of this item please contact JSTOR User Support
Improved Tests for Trend in Time Series Data
Preview not available

Abstract

The difficult problem of testing for linear trend in the presence of correlated residuals is addressed. Because the residuals are correlated, tests for trend based on the classical least-squares regression techniques are inappropriate. Whenever the residuals are even moderately correlated, the procedures in the literature that are intended to adjust for the correlation in the residuals tend to have the problem that the observed significance levels are higher than nominal levels for small to moderate realization lengths. Although it is well known that this tendency exists, the extent of the problem is not widely appreciated. We introduce a bootstrap-based procedure to test for trend in this setting. This procedure is better adapted to controlling the significance levels and is studied via simulation results. The procedure is then applied to the problem of testing for trend in global atmospheric temperature data and in data from models for ocean acoustic travel time along a path.

Page Thumbnails

  • Thumbnail: Page 
403
    403
  • Thumbnail: Page 
404
    404
  • Thumbnail: Page 
405
    405
  • Thumbnail: Page 
406
    406
  • Thumbnail: Page 
407
    407
  • Thumbnail: Page 
408
    408
  • Thumbnail: Page 
409
    409
  • Thumbnail: Page 
410
    410
  • Thumbnail: Page 
411
    411
  • Thumbnail: Page 
412
    412
  • Thumbnail: Page 
413
    413
  • Thumbnail: Page 
414
    414
  • Thumbnail: Page 
415
    415
  • Thumbnail: Page 
416
    416