9.2.5. Neumann Trend Test

The Neumann trend statistic T is calculated as follows:

     

This can be thought of as the mean square successive difference divided by the variance. The approximate tail probability for the Neumann trend statistic is calculated from the following Z transformation, which is assumed to follow a N(0,1) distribution.

     

Example

Sachs, L. (1984), tests a sequence of four numbers 2, 3, 5, 6, on p. 374. Enter these values into an empty column and select Statistics 2 → Forecasting → Neumann Trend Test.

Neumann Trend Test

Data variable: C1

Number of Cases: 4

 

Neumann trend =	0.6000
Approximate Probability =	0.0276