56
(autocorrelation) intensifies by the variance of the Mann-Kendall (MK) test statistic, in addition, positive serial dependence in a time series data intensifies the Type
I error (false positive) and detects a significant trend when there was not actually
realistic trend (Yue et al. 2002). Therefore, the presence of serial correlation for all
the data series using lag-1 autocorrelation coefficient (r k ) was analysed first in this
study at 0.05 significance level for two-tailed (upward and downward) test.
r
x x x
x
x x
x
x
k
k
N K
t
t
t k
t k
k
n k
t
t
t k
t k
¦
¦
ª
¬ «
1
1
2
2
º º
¼ »
0 5
.
(3.1)
Fig. 3.1 Study area map of India and Bangladesh with rain gauge stations
T. Mandal et al.
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