What is by default significance level of Modified Mann Kendal test in R?

Question

I am using Modified Mann Kendal test in R.

I want to know its by default value for significance level. Can we set the significance level manually? For example: 5%, 10% etc. if possible, then how can one do that in R? What is required piece of code for accomplishing this task..

But, before that I want to know By default significance level value of MMK in R library.

I would appreciate any guidance or help in this regard. Thank you in advance.

Answer 1

I just spotted your post from a couple of days ago; I will assume you're still using modifiedmk::mmky as you were there.

Since that function returns a modified p-value you can simply compare it with any significance level you choose - after calling the function - without specifying a significance level to the function.

Note, however, that if you read the original paper (Yue & Wang 2004, see the references for the function) you will see (e.g. from Figure 3) that even after the modification the actual significance level can still substantially exceed your chosen one. In particular, for negative autocorrelation it can be considerably higher than the desired alpha. With positive autocorrelation (likely to be the case more often), the test may be slightly conservative, but this is typically of less concern to users.