Mann-Kendall Trend Test

The Mann-Kendall statistical test for trend is used to assess whether a set of data values is increasing over time or decreasing over time, and whether the trend in either direction is statistically significant. The Mann-Kendall test does NOT assess the magnitude of change.

1. How does the Mann-Kendall test work?
2. Why we use Mann-Kendall test?
3. How do you interpret the p value in the Mann-Kendall test?
4. Is Mann-Kendall parametric test?

How does the Mann-Kendall test work?

The Mann-Kendall test analyzes the sign of the difference between later-measured data and earlier-measured data. Each later-measured value is compared to all values measured earlier, resulting in a total of n(n-1)/2 possible pairs of data, where n is the total number of observations.

Why we use Mann-Kendall test?

The Mann-Kendall Trend Test (sometimes called the MK test) is used to analyze time series data for consistently increasing or decreasing trends (monotonic trends).

How do you interpret the p value in the Mann-Kendall test?

Interpreting the results of a Mann-Kendall test

The p-value (<0,0001) shows that the null hypothesis is rejected thus we may suggest that there is a significant trend in our time series when we take into account the 12-month seasonality.

Is Mann-Kendall parametric test?

Mann-Kendall trend test is a nonparametric test used to identify a trend in a series, even if there is a seasonal component in the series.