"Dr. Hans-Christian Waldmann" <[log in to unmask]> writes:
> Now, what am I supposed to do with data from a design giving a T=120
> time series for _each_ of 120 subjects ?
Panic.
Seriously, you need to be looking at multivariate or vector time
series methods in this case. Unfortunately, without adding more
assumptions (hopefully reasonable ones created from expert opinion) to
the model, you are looking at a fairly large computation problem (many
cross-correlations) at least, I think. I shan't say more for fear of
making a fool of myself at this time of the morning, but suggest the
weighty "Time Series Analysis" by Hamilton as a possible lead.
[Not for repost: feel free to ditch this if I'm arguing against
established figures, please.]
--
MJR
Please note changes of address http://stats.mth.uea.ac.uk/
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|