In this study, the modified Mann-Kendall (MMK) and homogeneity (Pettitt) tests were performed using an excel-based Addinsoft’s XLSTAT evaluation version 2019. Trends in the time series were estimated using Kendall’s tau-based slope estimate, compared with the p-value, and confirmed with Sen’s slope by applying the continuity correction. The significance of the trend was assessed using the Z statistics to test the null hypothesis (Ho) against the alternative hypothesis (H1) at the 5% level. Shifts or change points and the year of change in the time series were also detected using Pettit’s K and t values. These runs were executed using 10000 Monte Carlo Simulations at a 99% confidence interval on the p-value at 5% significance level in Addinsoft’s XLSTAT 2019.
2.3.1 Trend Estimation
The non-parametric Modified Mann-Kendall (MMK) test is used to determine the presence of a monotonic (increasing or decreasing) trend while the Sen’s slope is used to estimate the slope of linear trend. The advantages of this method especially over the parametric ones `are that the variance of the residuals is assumed to be constant in time, data need not conform to any particular distribution, is not affected by single data errors or outliers, and missing values are permitted (Hamed and Rao, 1998;). The MMK test statistics S is given by:
$$S=\sum _{k-1}^{n-1}\sum _{j-k+1}^{n}sgn ({x}_{j}-{x}_{k})$$
1
where n is the length of the time series xj, …., xn, and sgn(.) is a sign function, xj and xk are values in years’ j and k, for j > k, respectively. The expected value of S is positive for increasing trend, negative for decreasing trend but zero for series without trend, and the variance is computed as:
$$VAR \left(S\right)=\frac{1}{18}\left[n\left(n-1\right)\left(2n+5\right)-\sum _{p-1}^{q}{t}_{p}({t}_{p}-1)(2{t}_{p}+5)\right]$$
2
Here q is the number of tied groups and tp is the number of data values in pth group. The test statistic Z is then given as:
$$Z=\left\{\begin{array}{c}\frac{S-1}{\sqrt{VAR\left(S\right)}} ifS>0\\ S=0ifS=0\\ \frac{S+1}{\sqrt{VAR\left(S\right)}}ifS<0\end{array}\right.$$
3
The Z statistic is used to test the null hypothesis, H0, that the data are randomly ordered in time, against the alternative hypothesis, H1, that there is an increasing or decreasing trend. A positive (negative) value of Z indicates an upward (downward) monotone trend. H0 is rejected at the required level of significance if the absolute value of Z is greater than Z1−α/2, where Z1−α/2 is obtained from the standard normal distribution tables. The MMK test which calculates the autocorrelation between the ranks of the data after removing the apparent trend is expressed as the adjusted variance given by:
$$Var \left(S\right)= \frac{1}{18} \left[N \left(N-1\right)\left(2N + 5\right)\right]\frac{N}{NS}$$
4
Where, \(\frac{N}{{NS}^{*}}=1+\frac{2}{N(N-1)(N-2)}\sum _{t-1}^{p}\left(N-i\right)\left(N-i-1\right){P}_{s}\left(i\right)\) (5)
Where N is the number of observations in the sample, NS* is the effective number of observations to account for autocorrelation in the data, ps(i) is the autocorrelation between ranks of the observations for lag i, and p is the maximum time lag under consideration. The corrected variance was then estimated as:
$$Var ({S)}^{*}=Var \left(S\right) x \frac{N}{{N}^{*}}$$
6
The true slope of an existing trend in the time series was estimated using Sen’s non-parametric method (Sen, 1968):
where Q is the slope and B is the constant. The slope estimates for all the data value pairs were calculated using:
$${Q}_{t}\left(t\right)=\frac{{X}_{j-{X}_{k}}}{j-k}for I=\text{1,2},3,\dots ..n,$$
8
where xj and xk are the values for j and k times of the period, where j > k.
The median is computed from the n observations of the slope Qi. The n values of Qi are ranked from minimum to maximum, and the Sen’s estimator calculated as:
$${Q}_{t }= {T}_{\frac{n+1}{2}}$$
9
for n is odd, and
$${Q}_{i=\frac{1}{2} \left({T}_{\frac{n}{2}}+{T}_{\frac{n-1}{2}}\right)}$$
10
for n is even.
When n is odd, it allows for the Sen’s estimator to estimate slope as;
\(Qmed=(n+1)/2\) (11) and for even observations, it is estimated as;
$$Qmed=[\left(\frac{n}{2}\right)+(n+2)/2)]/2$$
12
The two-sided test was used to obtain the true slope of the time series plot. A positive or negative slope (Qi) indicates increasing and decreasing trends respectively.
To remove inherent serial correlation, the option of Hamed and Rao (1998) was chosen during the 10000 Monte Carlo Simulation in XLSTAT. This option takes account of the lag one autocorrelation by disaggregating the time series into a linear trend with AR (1) component and noise. This approach was used in other works describing changes in climate extremes (Aziz and Obuobie, 2017; You et al., 2008; Zhang et al., 2005) and a detailed description of the procedure is provided by Hamed and Rao (1998).
2.3.2 Change-Point Detection
Identifying breaks or change points in hydroclimatic time series is essentially important for assessing the contributions of climate variability and human activities to climate change (Awotwi et al., 2019; Akpoti et al., 2016; Ho and Yusof, 2012). This study used the Pettitt test to assess changes in hydroclimatic time series within the PRB. This test was chosen because, it is a non-parametric rank test that does not depend on the assumption of normality (Pettitt, 1979) and is easier to identify breaks in time series (Ho and Yusof, 2012; Firat et al., 2010). The Pettit test compares the mean of the first y years with that of the last n-y years of a test statistic T(y) as:

and
\(\overline{{z}_{2}}=\frac{1}{n-y} \sum _{i-y+1}^{m}\frac{({Y}_{t}-\overline{Y})}{s}\) (15) There is a breakpoint in year y if T is maximum. To reject the null hypothesis, the test statistic,
\({T}_{0}=\text{max}{T}_{y}\) for \(1\le y\le n\) (16)
is greater than the critical value, which depends on the sample size.
The Pettitt test is based on the rank, ri of the Yi and ignores the normality of the time series by the following:
$${X}_{y}=2\sum _{t-1}^{y}{r}_{t}-y {\left(n+1\right)}_{:}y=\text{1,2},\dots \dots ..,n$$
17
The break point occurs in year k when
\({X}_{k}=\text{max}\left|{X}_{y}\right|\) for \(1\le y\le n\) (18)
The value of the test statistic is then compared with the critical value by Pettitt (1979).