sorry if this has been asked before but I have searched the internet a lot but have not been able to find a satisfactory answer. I have a time series (approximately 25 points) and I have implemented Binary Segmentation to detect a changepoint in the time series. My question is, how do I see if this changepoint is statistically significant? I.e I want to see if there is a shift in mean around that certain point in the time series. Ideally, I want to summarise this using a p-value. The standard t-tests do not apply I assume because the samples belong to a time series and hence the samples have some correlation. I would be extremely thankful for any help. Thank you