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Mann-Kendall Modified test

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Mann-Kendall non-parametric trend test modified to account for autocorrelations.

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Description

The code performs two tailed Mann-Kendall test modified to account for autocorrelation on the time series (Hamed and Rao, 1998).
The null hypothesis of trend absence in the vector V is tested, against the alternative of trend. The result of the test is returned in H = 1 indicates a rejection of the null hypothesis at the alpha significance level. H = 0 indicates a failure to reject the null hypothesis at the alpha significance level.

Required Products GARCH Toolbox
Statistics Toolbox
MATLAB release MATLAB 7.5 (R2007b)
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Comments and Ratings (2)
23 May 2012 david  
15 May 2010 cai onion  

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