Comparing Time Series

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

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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