>alok wrote: >Is there any good test which can figure out if there is an >increasing trend in a set of time ordered data. Currently >using somthing like a Pairwise Comparision Test (PCT) , but >was wondering if there is anything more robust. PCT = >Summation ( I (Dk > Dk-1) )) / T where T is the total number >of points and I returns 1 if condition is true and 0 if >condition is false.
Couldn't you simply fit a polynomial and see if you get reasonable fit? It's typical in ARIMA modeling to remove trends, seasonality, and so on, before fitting an ARMA model. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
