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R package to apply Monte Carlo time series trend analysis, based on Ricchetti (Ricchetti, 2018). It generates a dataframe with numerical results and a plot to visualize results.
Dependencies: trend, reshape2, ggplot2, magrittr, lmomco, dplyr
You can install the development version of MCTrend from GitHub with this R command:
Functions | Description |
---|---|
MCTrend(x, n_rep, plot_title, int = 0.25, opt) |
Apply Monte Carlo time series trend analysis. |
Parameters | Description |
---|---|
x |
A data frame containing the input data. The first row expected to contain model names or time series names.. |
n_rep |
Number of replications for the Monte Carlo simulation. |
plot_title |
Title for the plot. |
int |
Number indicating lower threshold value of the interval within which no trend is defined, the upper value is calculated based on this value, by default a lower value of 0.25 is considered. |
opt |
A number indicating type of results, for opt = 1 returns test result, opt = 2 returns plot. |
To download a file with the reference format follow this path: https://github.com/Alobondo/Trend_and_Stationarity_Tests/raw/main/PP_T%26S_test.xlsx
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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