Cliff and Ord modified t-test for autocorrelated datasets
On Wed, 1 Aug 2007, Marco Helbich wrote:
Dear list, I've got two autocorrelated datasets and want to perform a two-sample t-test comparing the means. Because of the autocorrelation the t-test assumtions are violated. In Cliff & Ord (1981, Spatial Processes, Ch. 7.2) I read that there is an alternative modified t-test, which considers autocorrelation. Is such a test implemented in R or somewhere else? Can anybody give me a helping hand?
The test isn't implemented as far as I know, but it shouldn't be too difficult to try, all of the bits to do the first kind (7.4, 7.8, 7.9) are present. What is really needed is a reproducible example so that an implementation in R could be checked. I'll see if I still have a copy of the 1975 paper somewhere, full-text is not (yet) available for Environment & Planning. Hope this helps, Roger
I appreciate every hint! Thanks. Marco
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Roger Bivand Economic Geography Section, Department of Economics, Norwegian School of Economics and Business Administration, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43 e-mail: Roger.Bivand at nhh.no