Hi guys! I Need your help. I am really not good in statistics and to do some one sample t-Tests to analyze the Momentum-effect.
One of my codes is for example:
t.test(GPJ3H6$cumAR, alternative="greater", mu=0, conf.level=0.95)
my dataframe GPJ3H3 has 99 obs. (I checked the data for Import errors..)
So why is the result of my t-test "df=100"?! I think it should be 98? (N-1)?
I have to repeat this kind of test 30 times more with other data. So i want to be sure that I'm right…
PS: I want to test every Dataframe/Strategy independently. That's why I do so many t-Tests. After I want to find out the dependencies between the strategies or which strategy is the best one. What Kind of method woulf you recommend ?