Tagged Questions
0
votes
0answers
27 views
How to test if two populations are different with the x axis a time variable
I have two populations: Class A and Class B. Both populations have two variables: ...
0
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0answers
25 views
Calculating differences between groups and across time (age)
Let's say I have data of one variable $V$ measured for two groups of individuals ($a$ and $b$) and I want to see whether there is a significant difference between them and over time, i.e. $V_a$ stays ...
0
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0answers
47 views
How do I test for significant difference between sets of time ordered data?
I have data about activity on a game site over a period of time (~1.5 years). I want to compare a sub-population's activity between certain time segments so that I can say things like "Group A played ...
1
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0answers
20 views
Deciding if my mutant strains are significantly different from my wild type from data measured over time or from gradients
I have a set of data which is the oxygen consumption of a wild type (WT) and a few mutants. I averaged the data and plotted graphs with each mutant and WT series and plotted a line of best fit. Is ...
2
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0answers
16 views
Time variation in coefficients
Given $x_t, y_t$ ($t=1,\ldots,240$), I want to estimate $y_t = \alpha_t + \beta_t x_t$ and test $H_0: \alpha_1=\ldots=\alpha_T=0$. It is crucial to allow for time variation in the regression ...
1
vote
2answers
88 views
Spotting trends in time based data
I have a dataset which I need to spot trends in. The actual data refers to operation calls which take a certain amount of time to complete. My client wants to know which operation calls are improving ...
0
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0answers
56 views
Statistical significance of stock portfolio returns?
I bought 3 stocks on 1/1/2013: ABC, ACME, WRAM. By 3/1/2013, I earned a 10% return.
During the same period, the S&P 500 returned 5%.
Is my superior performance statistically significant?
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0answers
20 views
the approach for checking whether a process is stable?
I have two scenarios for time series data.
1) I have a uni-variate variable spanning across the time axis, are there any approaches or statistic to check whether this process is stable?
2) I have a ...
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0answers
60 views
Comparing strength of trend and seasonality for various levels of aggregation
I have a monthly time-series for which I've fitted the time-series regression model including linear trend and 11 dummy variables for seasonality. Then, I aggregated the original time-series to ...
3
votes
2answers
108 views
What test should I use to determine if a policy change had a statistically significant impact on website registrations?
A client's website was operating under a certain policy for membership sign ups for over a year. At the start of October 2012 the client implemented a new policy for sign ups that was supposed to ...
0
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0answers
88 views
How to identify significant changes in metrics
We gather various metrics for a system many times per hour. Then for each hour, compute and store the mean, variance, and sample size of each metric.
Later to evaluate load and system changes, on an ...
1
vote
0answers
61 views
Appropriate significance test for peak level in a time series
I have collected biometric data on two stimuli (they are TV ads). The output is a second by second response, with values from $0$ to $1$. I want to know whether the peak response from one ad is higher ...
3
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2answers
1k views
How to compare two time series?
I have collected temperature readings for 4 locations on a beach in Cornwall UK using data loggers. The loggers recorded temperature every 15 mins accurate to .1 of a degree (Celsius). The loggers ...
2
votes
0answers
59 views
Effect of duration of treatment on the outcome at different time points
I am interested in knowing if the duration of treatment has an effect on treatment with two different drugs. We have used two different drugs to treat cerebral ischemia (brain damage) and continued ...
1
vote
0answers
127 views
Some questions about VAR-models, $\Phi$-matrix-coefficients and partial-(auto-)correlations
There is an abundance of literature about VAR-models, which teaches how to test preconditions, specify and estimate VAR-models for stationary and also cointegrated time-series.
However, I'm still a ...
1
vote
0answers
117 views
How to compare the accuracy of two different models using statistical significance
I am working on time series prediction. I have two data sets $D1=\{x_1, x_2,....x_n\}$ and $D2=\{x_n+1, x_n+2, x_n+3,...., x_n+k\}$. I have three prediction models: $M1, M2, M3$. All of those model ...
6
votes
1answer
1k views
Testing for statistically significant difference in time series?
I have the time series of the prices of two securities, A and B, over the same period of time and sampled at the same frequency. I would like to test whether there is any statistically significant ...
4
votes
1answer
154 views
What is a reasonable independence test for a time series?
Suppose that I have a time series, $x_{1:n}$, and I would like to test whether they are all independent samples from the uniform distribution on $[0,1]$. This is a somewhat basic question, but how do ...
3
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3answers
324 views
How to determine if a price decrease is historically significant?
I am creating a program to collect and analyze prices for goods and alert the user when the price decreases so that they can buy it on "sale." I know a little statistics (e.g. standard deviation) but ...
4
votes
1answer
141 views
Test for non random-walk
I have a set of sequential data around of around 12k points. Each is a 1 or -1. They are split something like 53%/47%. I want to test the hypothesis that this sequence comes from a random walk with a ...
0
votes
0answers
67 views
Significance and extending simple time series correlation
Using a very simple set of data I ran a simple correlation using Google spreadsheet. I got a -.83+ correlation, which is pretty strong. So now I am wondering what else I might be able to determine. ...
7
votes
2answers
827 views
Hypothesis testing and significance for time series
A usual test of significance when looking a two populations is the t-test, paired t-test if possible. This assumes that the distribution is normal.
Are there similar simplifying assumptions that ...
3
votes
1answer
204 views
What statistical test to use to examine effect of condition on states over time?
I need to know the types of tests I need to be thinking about for this stats project. I will then go and look up the specific tests you recommend. The data is from all 50 states for the years ...
7
votes
1answer
281 views
Assessing statistical significance of a rare binary event in time series
I have a univariate time series which is an index of susceptibility to failure, and a binary variable which indicates whether a failure actually occurred in a given time window or not. I want to carry ...
2
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0answers
94 views
How to know whether the six spatial features values (in 3-time period) significantly differ from each other?
I am currently bothered on how to statistically analyze my simple data as shown below.
...
1
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0answers
70 views
How can I get a velocity of how much this link is trending?
The above image represents an article's page views over time. X axis is days with 9 being the most recent day. The y-axis is number of pageviews. I'm looking for a decent, not to complex either ...
4
votes
2answers
245 views
What statistical test can I use to detect clumping?
I have time series data that represent dates/times of trades taken in a financial market.
I would like to assign a score to this data that represents whether the trades are ...
5
votes
2answers
570 views
Statistical test for a series of data over time
I have a set of data that looks at the number of "hits" a specific program makes over the course of time. The data goes back to September 2010, and includes data up to March 2011, so the data points ...
3
votes
1answer
241 views
Can I split a series of observations of a variable over time into two groups instead of working with time series?
First of all, I’m new to statistics and this is the first time I am trying to apply it to a real world problem.
I am doing analysis of a series of observations of a variable over all weeks of a year. ...
11
votes
1answer
495 views
Determining if change in a time series is statistically significant
I have the total number of calls received each week and have plotted them on a chart, going back nearly 3 years.
By eye it seems that there was a massive drop over Christmas, that doesn't seem to ...
2
votes
6answers
398 views
How to assess effect of intervention in one state versus another using annual case fatality rate?
I am a beginner in statistics with just basic knowledge. I have these data: cases, deaths and CFR (Case Fatality Rate-deaths per 100 cases) of a disease for 17 years (1994-2010) from 2 neighbouring ...
5
votes
2answers
84 views
Test for the effect of UN ratification on corruption in a set of countries
The UN has a convention against corruption (UNCAC) that has been signed by some 140 countries and ratified by most (link).
Transparency International publishes an annual report on corruption. They ...
3
votes
1answer
536 views
1
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1answer
145 views
Removing macro-level time variance
The title might be a bit misleading. Unfortunately statistics is not my area of forte, so gentle guidance along the right path is much appreciated. That said, here's my problem:
I'm working on ...
2
votes
3answers
408 views
Using the distance of p-value from alpha
I have two statistical tests which are inverse of each other, meaning that the null hypothesis are reversed. I want to use both the tests to take a decision. For this purpose, I am planning to do the ...
4
votes
3answers
6k views
What is the best statistical test for a time series?
I have a simple time series with 5-10 data points per data set at regular intervals. I am wondering what is the best way to determine whether two data sets are different. Should i try t-tests on ...
