IDEAS home Printed from https://ideas.repec.org/a/taf/lstaxx/v52y2023i9p3149-3164.html
   My bibliography  Save this article

Testing for the equivalence of several sets of time series and its multiple comparison procedure

Author

Listed:
  • Yukio Yanagisawa

Abstract

We propose test statistics for testing for the equivalence of the mean functions with respect to time for two sets of time series and that for several sets of time series. We also propose multiple comparison procedures for testing for the equivalence of the mean functions with respect to time under several sets of time series. Multiple comparison procedure 1 was compared with some of the previously studied methods by simulation and proposed method 1 gave 1 for empirical power and almost 1 for empirical probability of correct decision when the standard deviation of pseudo normal random numbers was small whereas the other methods gave almost 0 for both empirical power and empirical probability of correct decision whatever the standard deviation of pseudo normal random numbers. On the proposed method for testing for the equivalence of all the mean functions for several sets of time series against that at least one of the mean functions is different from the others, we found that empirical powers of the proposed method were almost 1 when the standard deviation of pseudo normal random numbers was small by simulation.

Suggested Citation

  • Yukio Yanagisawa, 2023. "Testing for the equivalence of several sets of time series and its multiple comparison procedure," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(9), pages 3149-3164, May.
    • Handle: RePEc:taf:lstaxx:v:52:y:2023:i:9:p:3149-3164
    DOI: 10.1080/03610926.2021.1968902
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/03610926.2021.1968902
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/03610926.2021.1968902?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:lstaxx:v:52:y:2023:i:9:p:3149-3164. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/lsta .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.