R: Trend Test

hanaml.TrendTest {hana.ml.r}

R Documentation

Trend Test

Description

hanaml.TrendTest is a R wrapper for PAL Trend Test.

Usage

hanaml.TrendTest(conn.context,
                        data,
                        key = NULL,
                        endog = NULL,
                        method = NULL,
                        alpha = NULL)

Arguments

`conn.context`	`ConnectionContext` The connection to the SAP HANA system.
`data`	`DataFrame` DataFrame containing the data.
`key`	`character, optional` The ID column. Defaults to the first column.
`endog`	`character, optional` The endogenous variable of the given time series in data. Defaults to the first non-ID column.
`method`	`character, optional` The method used to identify trend. `'mk'`: Mann-Kendall test. `'difference.sign'`: Difference-sign test. Defaults to 'mk'.
`alpha`	`double, optional` Significance value. The value range is (0, 0.5). Defaults to 0.05.

Value

List of DataFrame:

DataFrame 1
Statistics for time series.
DataFrame 2
Detrended table, structured as follows:
- ID: Time stamp that is monotonically increasing sorted.
- DETRENDED_SERIES: The corresponding de-trended time series.
The first value absents if trend presents.

Examples

## Not run: 
Input data:
> data$Collect()
  TIMESTAMP              Y
         1          1 1500
         2          2 1510
         3          3 1550
         4          4 1650
         5          5 1620
         6          6 1690
         7          7 1695
         8          8 1700
         9          9 1710
         10        10 1705
         11        11 1708
         12        12 1715

invoke the function:
> tt <- hanaml.TrendTest(conn,
                         data,
                         method="mk",
                         alpha = 0.05)

Output:
> tt[[1]]$Collect()
  STAT_NAME   STAT_VALUE
1     TREND 1.000000e+00
2         S 6.000000e+01
3   P-VALUE 5.214912e-05

> tt[[2]]$Collect()
TIMESTAMP DETRENDED_SERIES
1          2               10
2          3               40
3          4              100
4          5              -30
5          6               70
6          7                5
7          8                5
8          9               10
9         10               -5
10        11                3
11        12                7
 
## End(Not run)

[Package hana.ml.r version 1.0.8 Index]