Monte Carlo time series trend analysis

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Alonso Arriagadada M. alonso.arriagada@usach.cl

29-11-2023

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.

Requirements

Dependencies: trend, reshape2, ggplot2, magrittr, lmomco, dplyr

Installation

You can install the development version of MCTrend from GitHub with this R command:

# install.packages("remotes")
remotes::install_github("Alobondo/MCTrend")
library(MCTrend)

Usage

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.

File for example

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.