Research Article
Sensitivity Analysis of Stationarity Tests’ Outcome to Time Series Facets and Test Parameters
Table 6
Impact of seasonality consideration and time series effects on test results and critical values of MK test.
| Parameter | d1 | d2 | d3 | d4 | Test result | Critical value | Test result | Critical value | Test result | Critical value | Test result | Critical value |
| Seasonality not considered | 0.3480 | 1.9600 | 14.4893 | 1.9600 | −0.6888 | 1.9600 | 13.6453 | 1.9600 | Seasonality considered | 11.7552 | 1.9600 | 19.3845 | 1.9600 | 11.7552 | 1.9600 | 19.7024 | 1.9600 |
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