[R] two-sample mean difference

dmoutopo at in.gr dmoutopo at in.gr
Tue May 6 01:19:26 CEST 2008


Dear list, 

I have a time-series Y of length n which has significant auto-correlation at lag 1, as indicated by acf plots. 
According to certain criteria, I have defined two groups of observations n1 and n2. The objective is to estimate the difference of the means between these groups and test for significance. The problem is how to correct for auto-correlation within the groups. 
I guess one way would be to delete consecutive observations within the groups?
Could maybe bootstrap, without resampling, be another option? 
In that case, could I use twot. permutation ( ) function of DAAG package? How would it be possible to obtain the SE of the difference? 

Thank you!



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