Trend tests in time series with missing values: A case study with imputation

Maria do Rosário Ramos, Clara Cordeiro · AIP conference proceedings · 2013

Testing for trend is an important problem, especially when one is dealing with environmental time series. The tests considered here are the usual t-test and the Mann-Kendall test, a nonparametric version widely used because it requires fewer assumptions. The aim is to assess the performance of two trend tests in time series with autocorrelation after an imputation method is applied to estimate the missing observations. The performance of the trend tests will be illustrated for some well-known data sets existing in R software.

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