# Tagged Questions

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### Test to distinguish periodic from almost periodic data

Suppose I have some unknown function $f$, which I know to fulfill some reasonable conditions like continuity. I know the exact values of $f$ (because the data comes from a simulation) at some ...
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### Can we skip the lower order terms in interactions? [duplicate]

This question is about three-way interaction and the possibility of applying without second lower terms with keeping the main variables in the equation not like the other questions. In fact the other ...
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### Is two years enough for panel data analysis?

I have around 800 companies for only two years period. However, around 200 of them have only one year observation. Is it still possible to conduct panel data analysis with such data Thank you
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### What is the procedure to compare two different period time series

I am currently working on the task that I would like to compare two different period time series like Sales in 2012 vs Sales in 2013. Kindly suggest me any statistical procedure.
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### Test whether there is a significant difference between two groups

I have some trouble with the last test I need to perform for my bachelor thesis. I have two variables and I need to test whether there is a significant difference. The first variable has all the ...
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### Test if advertising raised sales?

I have an (offline) advertising campaign that I'm running in one city. I'm trying to figure out how to answer the following questions: What are the chances that the advertising campaign has no ...
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### Why could mean centering change results

I used centering for my variables due to multicolleanirity and surprisingly the results (from before to after centering) changed for two interacted variables; one from significantly negative to ...
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### Finding significant peaks — evaluation of different methods

I have a small doubt. My real data looks like this Y values are random values of integers from 0 to 2000. X values run like 1,2,3,4,5,.. to 2 million. Now, my task is to identify significant peaks ...
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### Interpreting results of an Augmented Dickey-Fuller test

I am running the 3 models of the ADF (Augmented Dickey Fuller) test on a (ln total fertility rate) variable. The results: Intercept only: (lag difference = 0) at level; p-value for Z(t) = 0.9672. ...
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### How to test the influence of external factors on time series

I need an advice/ best method on how to rigorously test the influence of categorical predictors (states), or their duration (duration of war/peace in this case) on time series. How to prove that the ...
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### Analyzing pre/post program retail market data

I have several markets across the US where a marketing program was launched, and I want to compare the mean weekly unit sales before and after the launch. I'm using the 10-weeks prior to launch as my ...
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### Testing if two models have a significant different forecast (error)

I have two different models which estimate a continuous variable $X$ depending on N categorial covariates $V_i$. Is there a way to test if both models produce significantly different results? I ...
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### Testing Time Series with a Non zero mean for stationarity

I was wondering if the following is correct. I am trying to wrap my head around testing time series for stationarity, but the lecture notes I am given are rather minimal. With external sources, I ...
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### What kind of stochastic processes can Ljungâ€“Box_test apply to or assume?

Ljung-Box test tests zero autocorrelation in a time series. I wonder what type of stochastic processes the test assumes on the time series? For example, whenever autocorrelation exists? By ...
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### Appropriate Test? Is there a “t-test” for ratios when large number of data points and multiple runs?

N.B. I only have a very basic statistics background since I am in grade 9 in high school. Any help would be GREATLY appreciated. My Experiment: -Part 1: 2 variables (A and B) were each sampled in my ...
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### Help for planning a neuroscience experiment

I'm new here. I am planning a neuroscience experiment. I will be measuring brain signals from about twenty subjects. I will present the subjects four different kinds of stimuli. After all the data ...
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### Regression - volatility vs return

I am attempting to estimate a linear model as: $$y = a +bX +e$$ I have a series of annual returns and I would like to estimate the effect of volatility on losses. My Null hypothesis is that ...
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### Detecting time-shifted time series

Assume there are two time series of real values. How to test hypothesis, that these series are quite the same, but there is a time shift between them? Sorry, if the question is too basic. Thanks in ...
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### Test to compare an effect on a variable on a daily basis

I would like to know the effect of an external factor on the number of visits on a website during a period of 4 weeks (only search visits from Google). For this, I measured the number of visits every ...
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### What I have to undergo testing before proceeding to time series analysis? and after?

I have to conduct a time series regression analysis. Before proceeding I tested for stationarity and I verified that the variables are distributed according to the normal probability distribution. ...
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### Testing for a drop in bookings

We're developing real-time alerts for fine-grained (every 5 minutes) time series bookings data, and I'm looking for the best approach to doing this. Idea is that if over the past 10â€“15 minutes (say) ...
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### Performance testing: detecting changes in distributions over time

I have an interesting application Iâ€™d like some advice on. A common task when working with stochastic systems in an engineering context is testing for regressions and improvements in performance. ...
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### How to test for presence of trend in time series?

Apart from detecting trend from a time series plot, how do you test for its presence before removing the trend using moving average? I fitted a mathematical trend to the data and the slope was ...
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### How to test if the mean of data collected over many days is significantly higher on a predicted day

I have some data examining blog posts on different days. Basically, about 2000 news articles pertaining a certain topic were sampled and each blog post was given a positivity percentage score ...
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### Trend test on historical stock prices, where to start?

I am a beginner on statistic but come across an urgent situation that I have to work with statistics of stock prices data. I have learned that ones can do a hypothesis test that rejects the Random ...
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### The concept of “average run length” in change point detection

With respect to the change point detection for data stream, there is a concept of "average run length", which is discussed in the CPM package manual: I am not clear why that "average number of ...
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### Statistical power of unit root test

When studying time series, I once heard the statement that unit root test is less powerful. I hereby have two questions: What does it mean for a test to be powerful? What causes the unit root ...
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### Asymptotic distribution for t-test with time series

I once read the following statement: Given the following equation $Y_t= c + a Y_{t-1} + \theta_t$ If $c\neq 0$, then the t-ratio for testing $H_0 : a=1$ is asymptotically normal. If $c=0$, then ...
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### On properly setting up a control chart

Let me present to you the way I have being 'doing' control charts up until now. I have a series of $k$ samples of size $n$. I calculate the the sample means $\bar{x}_i$ and the grand mean ...
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### Comparison of time series data between groups of individuals

We are currently analyzing experimental data with the following format: All participants (n=100) make repeated allocation decisions in fixed intervals: 100% is divided up into two allocation options ...
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### How to analyze data which might come from a few normal distribution concatenate together in order?

For example, I have a series of values for example like the following: data <- c(rnorm(10000,40,1500),rnorm(9000,-35,1400),rnorm(11000,30,1300)) I don't know ...
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I have a set of data which i need to explain and compare with ADF-GLS test and ADF test in eview. I don't understand the principle of ADF-GLS test with trend and intercept or only intercept. However ...
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### Test when and how often 2 time series have similar values

I am monitoring two moving cars and collecting data on their instantaneous speeds three times per second for approximately two hours. I would like to create some kind of hypothesis that will tell me ...
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### Meaning of a “portmanteau test”?

From Wikipedia A portmanteau test is a type of statistical hypothesis test in which the null hypothesis is well specified, but the alternative hypothesis is more loosely specified. Tests ...
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### Technique for neurovascular experimental analysis?

I'm trying to run statistical analyses on the data I got from some neuroscientific experiments. Because I don't have a solid math background, I would really appreciate any input as to what tools to ...
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### Confused about independence and prediction power of data

What is the correct way (if there is one) to think about when authors claim that stocks have produced some percentage annual return X over every 20 year period of time? They might calculate this by ...
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### Forecasting optimization techniques in fantasy baseball

I am currently trying to build a better forecasting model for my fantasy baseball roster. I currently am using commonly accepted projected season statistics (ZiPS from Fangraphs) to determine the ...
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### KPSS test - output interpretation in stata

I did KPSS test for some variables in stata to check for stationarity; I want to interpret the the stata outputs, but I don't know how to do that. For instance, in the following case: ...
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### Proper method for time-staggered/repeated measures data?

I have a data set with 300 workers/subjects. There is one dependent variable: a worker's performance, by some metric, during the current week. There are three independent variables (let's call them ...
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### How do you interpret results from unit root tests?

I have to do some unit root tests for a project, I'm just unsure on how to interpret the data (which is what I have been asked to do). Here is one of my results: ...
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### Two sample tests for time-series segments

I have a data set consisting of a number of time-series segments, i.e each segment contains n number of contiguous samples from a time-series. Are there any good statistical tests to determine how ...
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### Global warming testing

I'm very interested in weather. I use data from weather-stations. Here are 2 examples of changing average annual temperature in Vienna and Moscow. (I've got more, but only 2 links allowed (( ...
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### Comparing coefficients of time series models

How do I test if two time series' coefficients differ significantly from one another? I feel like this should be pretty simple... should I just use the estimates/standard errors and calculate a ...
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### Test for independent but not identically distributed time-series?

So far, runs test or bds test are doing OK with i.i.d data but not so for independent but not identically distributed data set based on my practical experiences with them. Are there any other tests ...