I need to calculate statistical significance between two time series, each with 4500 terms. My null hypothesis is that $H_0: \mu=\mu_0$ (value in time t of first time series is equal to value in time t-1 of second time series). How can i calculate p value? Is Z test approved for p value calculation? How to get p value after z test? I have $\alpha=0.05$.
how to calculate p value
statistics;time series