2
votes
2answers
59 views

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 ...
1
vote
3answers
57 views

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 ...
2
votes
1answer
59 views

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 ...
1
vote
1answer
70 views

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 ...
1
vote
0answers
51 views

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. ...
3
votes
2answers
123 views

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 ...
2
votes
1answer
40 views

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 ...
1
vote
0answers
43 views

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 ...
0
votes
0answers
22 views

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 ...
0
votes
1answer
42 views

What kind of stochastic processes can Ljung–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 ...
1
vote
0answers
16 views

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 ...
5
votes
2answers
85 views

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 ...
1
vote
0answers
27 views

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 ...
1
vote
0answers
51 views

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 ...
1
vote
1answer
19 views

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 ...
0
votes
0answers
6 views

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. ...
4
votes
1answer
78 views

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 10–15 minutes (say) ...
2
votes
0answers
70 views

Performance testing: detecting changes in distributions over time

I have an interesting application I’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. ...
1
vote
2answers
241 views

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 ...
0
votes
0answers
27 views

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 ...
0
votes
1answer
98 views

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 ...
1
vote
1answer
66 views

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 ...
2
votes
0answers
61 views

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 ...
2
votes
0answers
53 views

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 ...
3
votes
1answer
103 views

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 ...
0
votes
0answers
68 views

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 ...
1
vote
1answer
82 views

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 ...
0
votes
0answers
206 views

About ADF GLS test

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 ...
1
vote
0answers
30 views

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 ...
1
vote
0answers
26 views

Test if a variable is a good predictor of a transition to a state

I have a dataset of the wealth of 10 different countries in the world since 1800, one data point per year. Let's say I have noticed that when the wealth of a country goes above $1,000,000, this ...
0
votes
1answer
181 views

Interpreting the coefficients of ARCH Lagrange Multiplier Test

I am new to econometrics and I am building my first econometric model. I ran the LM test on a univariate time series data of 12000 observations and got the following stats: ...
1
vote
0answers
61 views

Finding which customers I am losing and gaining

I work in an oil analysis lab and I want to devise a statistical test to determine which of our customers are buying more oil sample tests and which customers are buying less than usual. The data I ...
2
votes
1answer
218 views

Is this process an AR(1)?

The following process $X$ is generated as the sum of a structure $y$ and an $AR(1)$ process with $\phi=0.4$ and $\sigma_{\epsilon}^2=1$: ...
4
votes
1answer
192 views

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 ...
0
votes
0answers
24 views

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 ...
1
vote
1answer
103 views

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 ...
2
votes
1answer
259 views

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 ...
0
votes
1answer
2k views

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: ...
0
votes
0answers
35 views

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 ...
1
vote
3answers
12k views

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: ...
1
vote
5answers
345 views

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 ...
2
votes
0answers
56 views

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 (( ...
6
votes
1answer
147 views

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 ...
0
votes
0answers
167 views

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 ...
3
votes
1answer
375 views

Comparing means of two simple time series

I'm trying to look for difference in timing (ie. earlier/later) in a variable measured at regular intervals between two groups. This seems like a simple experimental design, and working in R, I'm ...
1
vote
1answer
326 views

How to test for serial correlation of a time series itself (not residuals)?

We know that Ljung-Box test can be used to test for the residuals of a fitted model. But to test for the serial correlation of a time series itself, is there a way to do that?
0
votes
1answer
187 views

Hypothesis testing for two data series

I am currently pursuing research in management, but I have a serious problem with selecting the right statistical method. I have quarterly data for a couple of financial ratios (for example Return ...
1
vote
0answers
68 views

Hypothesis tests on 2-dimensional panel data w/ 1 characteristic?

I have a 2-dimensional panel data set with one characteristic looking along these lines: ...
2
votes
0answers
102 views

How to test for integrated order 2/non-stationary I(2)?

How do I apply the Augmented Dickey-Fuller (or alternative) test to determine if a variable is $I(2)$ instead of $I(1)$? Is there functionality for this in R ...
2
votes
2answers
189 views

Identifying periods of non random behavior in time series

Im looking for some pointers on which topics I should be looking into in order to identify periods (of non fixed length) which deviate from randomness. I have a feeling hypothesis testing may be what ...