Applicability of prewhitening to eliminate the influence of serial correlation on the Mann‐Kendall test

Prewhitening has been used to eliminate the influence of serial correlation on the Mann‐Kendall (MK) test in trend‐detection studies of hydrological time series. However, its ability to accomplish such a task has not been well documented. This study investigates this issue by Monte Carlo simulation. Simulated time series consist of a linear trend and a lag 1 autoregressive (AR(1)) process with a noise. Simulation results demonstrate that when trend exists in a time series, the effect of positive/negative serial correlation on the MK test is dependent upon sample size, magnitude of serial correlation, and magnitude of trend. When sample size and magnitude of trend are large enough, serial correlation no longer…