A Review on the Pettitt Test Pettitt-test

Applying the Pettitt test we study long river runoff records from gauges in southern Germany and find significant change points . Theoretically, a change point represents a sudden change in the statistics of a record. Using detrended fluctuation analysis , we also find – in agreement with previous studies – pronounced long-term temporal autocorrelations in the considered records. The results of both approaches indicate a relation between the occurrence of change points and the strength of long-term correlations. In order to clarify a possible connection, we further analyse with both methods artificial long-term correlated records and find for weak long-term correlations already highly significant change points . The significance dramatically increases with the strength of the long-term correlations.