- Thread starter SteveSg83
- Start date
- Tags 2 sample t test time series

Under the null hypothesis, there is no difference between the dummy 0 points and the dummy 1 points. There is some autocorrelation factor which may go back several lags which we must try to preserve.

So permute the value at any time at random between the 0 points and the 1 points.

Find the difference in the groups Diff. Permute at random Y0 and Y1 to PY0 and PY1. Find PDiff. Repeat many times to find the sampling distribution of PDiff. See where Diff fits into this sampling distribution to get a p value.

This scheme preserves the autocorrelation over several lags.

The same would work for the SD, I think.

I can't think of anything smarter at the moment.