Re: [R] Comparing Time Series

From: nathan3073 <nathan.3073_at_gmail.com>
Date: Mon, 31 Mar 2008 17:11:30 -0700 (PDT)

Hai Ingmar,
nice to see you again.
well, I consider time series as the most important aspect in my experiment. ANOVA can only show whether the mean are different, and combined with Turkey HSD, the greatest they can do is showing the difference for each pair of subject. Time Series in other side, can give whether the smart has real difference with the average, in term of their cognitive process. Their learning time, their capability to adapt their mental representation when dealing with new pattern or regularity. They can all be plotted and we can check it.

Of course by the plot alone, we can say something meaningfull. But, the conclusion is more subjective than objective and is not as strong as statistical approach.

Anyway, my hypothesis for this is the subject follow different models. I don't care if the model being followed are ARIMA(1,2,0) with AR(2); or AR(2) and MA(1). I just want to know if the models are different. So far, the only way I have is checking their model one by one. I'm curious if there is another way to check the hypothesis

best regards,
Nathanael

Ingmar Visser wrote:
>
> Nathanael,
>
>
> How important is the time series aspect here? Why not just do some anova
> on the difference between these blocks of trials?
> If the time information is essential, repeated measures anova could
> be applied.
>
> This sounds like you need a mixture of ARIMA models. Is that indeed
> the hypothesis
> that you want to test: whether there are different strategies that
> result in either
> an AR learning process or in an MA learning process?
>
> Using a mixture of ARIMA models would allow you to analyze these data
> simultaneously.
>
> hth, Ingmar
>
>

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