How to test the statistical significance of the difference between two Linear Regression slopes?
There are two time-series: T1 and T2. They come from different studies and mean different things. On T1 we do a Linear Regression and get the coefficient B1. On T2 we do a Linear Regression and get the coefficient B2.
- For comparison of the slopes, do I need the dependant variable to be the same?
- Can time be this dependant variable?
- What are the recommended statistical tests to apply in this case? T-test?
Thank you for your time!