query: Statistical test to assess the strength of the assertion "time series' values stayed the same"
positive_passages.docid: 148905
positive_passages.text: What is the best way to proof your time series has a deterministic linear trend
negative_passages.docid: 149375
negative_passages.text: One-sided Fisher's exact test and its complement
negative_passages.docid: 118871
negative_passages.text: Testing whether the mean of a group is different from the mean of the entire sample
negative_passages.docid: 18220
negative_passages.text: Time series: one I(1) and one I(0) variable, should I use VAR/VEC, test for cointegration?
negative_passages.docid: 10063
negative_passages.text: How to test for equality of means for proportions? And two-sided or one-sided?
negative_passages.docid: 126413
negative_passages.text: Can I use Wilcoxon Signed-Rank Test to test pairs of data in a time series?
negative_passages.docid: 86854
negative_passages.text: Critical Value for Hypothesis testing
negative_passages.docid: 86559
negative_passages.text: Cross-validating time-series analysis
negative_passages.docid: 62677
negative_passages.text: How to measure smoothness of a time series in R?
negative_passages.docid: 982
negative_passages.text: T-test with sample standard deviation of zero. Possible?
negative_passages.docid: 64151
negative_passages.text: Time series with a sequence of zeros
negative_passages.docid: 11124
negative_passages.text: Normality of residuals vs sample data; what about t-tests?
negative_passages.docid: 129313
negative_passages.text: Testing for significant differences in skewness
negative_passages.docid: 57445
negative_passages.text: Dollar-cost-averaging interval based on decay of autocorrelation?
negative_passages.docid: 24148
negative_passages.text: Significance tests
negative_passages.docid: 100562
negative_passages.text: Help with Behavioural Test Data
negative_passages.docid: 119860
negative_passages.text: raw data stationary but still can see trend and seaonality is stl