hanaml.TrendTest.Rd
hanaml.TrendTest is a R wrapper for SAP HANA PAL Trend Test.
hanaml.TrendTest(data, key = NULL, endog = NULL, method = NULL, alpha = NULL)
DataFrame
DataFrame containting the data.
character, optional
Name of the ID column.
Defaults to the first column if not provided.
character, optional
The endogenous variable, i.e. time series.
Defaults to the first non-ID column.
character, optional
The method used to identify trend.
"mk"
: Mann-Kendall test.
"difference.sign"
: Difference-sign test.
Defaults to 'mk'.
double, optional
Significance value. The value range is (0, 0.5).
Defaults to 0.05.
Returns a list of DataFrames:
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.
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