Statistics for one series:
- basic statistical characteristics (AVG,STD,…,percentiles, outliers)
- Serial Correlation Coefficient
- Von Neumann Ratio
- Spearman Rank Statistic
- Mann-Kendall Rank Statistic
- test of normal distribution: chi-square, Kolmogorov-Smirnov test
- linear regression model
- multiple linear regression
Statistics for two series:
- t-test for Correlation Coefficient
- Fisher’s Z-transformation
- Spearman Rank Correlation Coefficient
- T-test for Paired Values
- Morgan-Pitman test
- Bradley & Blackwood test
- Wilcoxon Test for Paired Values
- Two Independent Samples Test
Originally Relative Homogeneity Tests:
- Alexandersson SNHT (for single shift, for double shift, for trend, for standard deviations)
- Bivariate test of Maronna and Yohai
- Easterling and Peterson test
- Vincent method
Originally Absolute Homogeneity Tests:
- Mann – Whitney – Pettit test
- t-test
- Cumulative deviations
- Worsley test
- Craddock test
Time series Analysis for one series:
- autocorrelations
- partial autocorrelations
- periodogram
- Power Spectrum – Blackman&Tukey
- Power Spectrum – MESA
- Dynamic MESA – 2D, 3D plots
Time series Analysis for two series:
- cross correlations
- Coherency analysis
Filters:
- moving averages
- low-pass filters (Guass, binomical)
- band-pass filters
- high-pass filters