Limitations of the Mann-Kendall (MK) Trend Test: Autocorrelation and Time Series Dependence

The Mann-Kendall (MK) method operates under the assumption that time series are uncorrelated and stochastic in nature. However, it is commonly observed that time series exhibit autocorrelation, which can have a considerable impact on the statistical significance of the test outcomes. This suggests that the MK method may not be suitable for analyzing time series with significant autocorrelation. The presence of autocorrelation violates the underlying assumption of independence, potentially leading to inaccurate conclusions about trends in the data.