2. Trend Analysis

Trend is a behavior commonly found in series temporal. A time series is said to show a trend when the It has a certain inclination or natural disposition.

In the Trend Analysis tool, you can perform non-standard tests parametric tests to check whether the series shows a trend. Another option of this tool, is to adjust parametric models for the trend.

Example:

Analysis of the trend in 20 observations over time, of the financial asset AMBV3.

AMBV3
84.06
83.85
83.56
83.47
83.27
82.81
82.2
82.06
81.62
80.77
81.3
81.92
82.75
82.77
82.84
82.82
82.72
82.29
81.18
80.11

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We will upload the data to the system.

The trend analysis will be performed according to the configuration shown in the figure below.

Then click Calculate to get the results and You can also generate the analyses and download them in Word format.

The results are:

Quadratic model

	Model (quadratic)
Intercept	84.090429825
t	-0.252732399
t^2	0.006841536

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Accuracy Measurements

	V1
MAPE	0.7739623
MAD	0.6342286
MSD	0.5936565

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Results

	Data	Trend	Residuals
1	84.06	83.84454	0.21546104
2	83.85	83.61233	0.23766883
3	83.56	83.39381	0.16619355
4	83.47	83.18896	0.28103520
5	83.27	82.99781	0.27219378
6	82.81	82.82033	-0.01033071
7	82.20	82.65654	-0.45653828
8	82.06	82.50643	-0.44642891
9	81.62	82.37000	-0.75000262
10	80.77	82.24726	-1.47725940
11	81.30	82.13820	-0.83819925
12	81.92	82.04282	-0.12282217
13	82.75	81.96113	0.78887184
14	82.77	81.89312	0.87688278
15	82.84	81.83879	1.00121064
16	82.82	81.79814	1.02185543
17	82.72	81.77118	0.94881716
18	82.29	81.75790	0.53209581
19	81.18	81.75831	-0.57830861
20	80.11	81.77240	-1.66239610

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Trend Forecasts

	Results
20	81.77240
1	81.80017
2	81.84162
3	81.89676

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Mann-Kendall

	V1
Statistics	-0.494736790657043
P-Value	0.0025502173230052
Sample Size	20
Null Hypothesis	There is no trend
Alternative Hypothesis	There is a trend

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