Efficacy of Time Series Tests: A Critical Assessment - Hydrologic Time Series Analysis: Theory and Practice - page 155

Table 7.6. Observed and critical test-statistic values of the 11 trend tests for the annual and the maximum rainfall time series
Trend test Annual rainfall Consecutive days maximum rainfall time series
time series One-day 2-day 3-day 4-day 5-day 6-day
1. Linear model or Regression test 1.49 -0.72 -0.18 -0.06 -0.38 -0.40 -0.32
(±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96)
2. SROC test 1.78 0.02 0.25 0.47 0.16 0.02 0.11
(1.681) (1.680) (1.680) (1.680) (1.680) (1.680) (1.680)
3. Turning Point test 0.48 0.71 1.06 0.71 0.00 1.41 1.71
(±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96)
4. Wald-Wolfowitz Total Number of Run test 3.43 3.54 3.54 3.54 3.24 3.24 3.24
(±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96)
5. Sum of Squared Lengths test 67 63 55 55 49 53 59
(>118) (>118) (>118) (>118) (>118) (>118) (>118)
6. Adjacency test 0.046 0.108 0.063 0.039 -0.004 -0.060 -0.011
(±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96)
7. Difference Sign test 0.505 1.750 1.250 1.750 2.750 1.250 0.250
(±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96)
8. Run test on Successive Differences 0.654 1.235 1.235 0.529 0.176 1.235 0.529
(±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96)
9. Inversions test 1.81 0.12 0.16 0.30 0.03 0.19 0.01
(±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96)
10. Kendall's Rank Correlation test 1.808 -0.174 0.156 0.284 0.009 -0.193 -0.009
(±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96)
11. Mann-Kendall test 1.76 0.17 -0.15 -0.28 0 0.18 0.02
(±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96) (±1.96)
Note: Bracketed figures in rows 2 and 5 show critical values, while in rows 1, 3, 4 and 6-11 show critical ranges at 5% significance level.
Figures in bold face indicate the rejection of the null hypothesis of no trend.