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I'm lost - if we have a timeseries dataset like stock price for some company, why is it unacceptable to take the price as an input variable, lag it n times, and then use those lags of the price as predictors for the future price in a regression model? I know that this is due to temporal...

I completely agree with you. I think the key issues with using multiple t-tests for this are (1) inflated type 1 error rates, and (2) inability to assess interaction effects. I'd be interested to know if there are other reasons too. For #1 I guess they are making 8 comparisons? So with alpha at...

Hello, I'm not quite sure where to post this so hopefully it's ok here. With some timeseries data, I have identified certain events that I hypothesise will predict direction changes in the data. If I see event A I expect a rise in the signal, but if I see event B I expect a decline. I assume...