Timeline for How can one evaluate the similarity of non-independent data-sets
Current License: CC BY-SA 4.0
4 events
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| Aug 26, 2022 at 4:52 | comment | added | frank | You always need some dependent variable. If you cannot really describe what you mean by "dynamics", check out some of the standard properties of time series, like trend, auto-correlation, volatility, heteroskedasticity, seasonality, ... Also, you could fit a time series model to both cases and compare the fitted model parameters. | |
| Aug 26, 2022 at 3:39 | vote | accept | weemattisnot | ||
| Aug 26, 2022 at 3:38 | comment | added | weemattisnot | Thanks for this answer. I'll accept it as the answer, but also, a quick follow up: what if I don't know what the effect of the parameter is. Is there a way to check that there is "a difference" without pre-specifying that it is the variance (or volatility or whatever)? TIA | |
| Aug 25, 2022 at 7:19 | history | answered | frank | CC BY-SA 4.0 |