I'm working on a research project for one of my professors. He wants to know whether a variable that takes on different values over a large period of time (say 1,000,000 different values) is i.i.d. and would like me to design an independence test for it.
I've been learning about independence tests such as Chi-square, McNemar and seen a bunch of research papers floating around about specific cases, but none seem to fit this case. The thing I'm most hung up on is that with all the examples I see, you test one variable against another. I suppose I could assume that all 1,000,000 instances of this variable are different random variables and construct a test that way, but I assume there has to be a better way.
I'd appreciate if you can point me in the right direction and recommend some good textbooks/other reference materials I can refer to! Thanks.