[R] zyp Vs. kendall package for Time Series Trend

[Morteza Firouzi]

Dear members,
I need to detect trends in time series. To remove the effect of "Lag-1 serial correlation", it is suggested to use either Yue&Pilon or Zhang method. Both methods are available in "zyp" package. The package uses "kendall" package for trend analysis.  


Based on Yue&Pilon (2002), if the lag-1 serial correlation is significant, TFPW method will remove the effects of it prior to the trend test; otherwise trend test will be applied on original time series. 

I've compared the results of a sample time series with non-significant lag-1 serial correlation, using both zyp & kendall packages. "yuepilon" method in "zyp" gives me the following results:tau: 0.075 & sig: 0.388
while "kendall" package gives me this: 
tau: 0.109 & sig: 0.216



The question is : Does "zyp" change the significance of the trend in this case as well? Is this a malfunction or did I miss something?
I've checked the script and it is mentioned (ln 65) : # Prewhiten the original series
c <- acf(data,lag.max=1,plot=FALSE,na.action=na.pass)$acf[2]


Thank you for your consideration.
Best regards,
Morteza





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