An Operational Definition of a Statistically Meaningful Trend

作者:Bryhn Andreas C*; Dimberg Peter H
来源:PLos One, 2011, 6(4): e19241.
DOI:10.1371/journal.pone.0019241

摘要

Linear trend analysis of time series is standard procedure in many scientific disciplines. If the number of data is large, a trend may be statistically significant even if data are scattered far from the trend line. This study introduces and tests a quality criterion for time trends referred to as statistical meaningfulness, which is a stricter quality criterion for trends than high statistical significance. The time series is divided into intervals and interval mean values are calculated. Thereafter, r(2) and p values are calculated from regressions concerning time and interval mean values. If r(2)>= 0.65 at p <= 0.05 in any of these regressions, then the trend is regarded as statistically meaningful. Out of ten investigated time series from different scientific disciplines, five displayed statistically meaningful trends. A Microsoft Excel application (add-in) was developed which can perform statistical meaningfulness tests and which may increase the operationality of the test. The presented method for distinguishing statistically meaningful trends should be reasonably uncomplicated for researchers with basic statistics skills and may thus be useful for determining which trends are worth analysing further, for instance with respect to causal factors. The method can also be used for determining which segments of a time trend may be particularly worthwhile to focus on.

  • 出版日期2011-4-28