Tagged Questions

0
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0answers
134 views

Generalized least squares with insignificant predictor variable

Suppose I have fitted an standard linear regression mode $Y=\beta_0+\beta_1X_1+\beta_2X_2+\beta_3X_3+\epsilon$. Based on the ACF plot or PACF plot of the residuals for this regreesion model, I found ...
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vote
2answers
326 views

Skewness, kurtosis and normality of a time series

I have a sample size of $21$ with $496$ observations.Can I presume an approximately normal distribution,and use a $t$-test to compare the difference in means, and difference in various financial ...
0
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0answers
92 views

Code for performing Dutilleul modified t-test?

I am comparing two variables that are spatially autocorrelated. I want to do a paired t-test and the autocorrelation suggests that n-2 degrees of freedom cannot be used. Is it possible to perform ...