I wonder if there is a test for comparing means of two different time series (both measured at the same person or two different persons)? Would be very glad if someone can help me!
It would not make sense, unless the variable were stationary or an IID. If you can make the series at least stationary (stationary means, roughly speaking, with stable mean and dispersion. Sometimes you can do it by taking the first differences of the series), than you you can test for bivariate correlation.