Trend Test

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

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

Arguments

data	DataFrame DataFrame containting the data.
key	character, optional Name of the ID column. Defaults to the first column if not provided.
endog	character, optional The endogenous variable, i.e. time series. 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

Returns a list of DataFrame:

• DataFrame 1
  Statistics for time series.
  

• DataFrame 2
  De-trended 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

Input DataFrame 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(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