Seasonal Trend Analysis of Monthly Water Quality Data

Posted: 2 Jul 2013

See all articles by Jie (Joyce) Tian

Jie (Joyce) Tian

University of Alberta - Department of Accounting, Operations & Information Systems

George Fernandez

Independent

Date Written: June 1, 1998

Abstract

This paper presents user-friendly SAS macro and SAS programs to check the three parts of a time series: Trend, Cyclical patterns, and Stationarity. The SAS macro KENDALL performs the trend analysis. Seasonal Kendall Trend analysis,including summery statistics; overall Tau and the P-value of the test for trend; monthly Tau values, the corresponding P-values for each month; the Seasonal Kendall estimate with confidence intervals; 3 exploratory plots by months comparative boxplot, comparative histogram, and trend plot against year. Spectral analysis program calculates Periodogram ordinates and Spectral density estimates, Periodogram plots against frequency, plots of Spectral density estimates against frequency and period, 2 tests for White Noise. Dickey-Fuller program performs a test for Stationarity using the test of the unit-root hypothesis. An example is given using l water-quality data from Truckee River, Nevada. The water-quality variable being used is total nitrogen (NTO, mg/l).

Keywords: Seasonal Kendall Trend Analysis, Spectral Analysis, Stationarity

Suggested Citation

Tian, Jie (Joyce) and Fernandez, George, Seasonal Trend Analysis of Monthly Water Quality Data (June 1, 1998). University of Alberta School of Business Research Paper No. 2013-1203, The Western Users of SAS Software, 1999, Available at SSRN: https://ssrn.com/abstract=2284439

Jie (Joyce) Tian (Contact Author)

University of Alberta - Department of Accounting, Operations & Information Systems ( email )

Edmonton, Alberta T6G 2R6
Canada

George Fernandez

Independent ( email )

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