If you have the sample data, it is just the length of the data minus 1, so does not need to be specified, as it is computed.
On Tuesday, November 10, 2015 at 9:47:43 AM UTC-5, Evan wrote: > > I want to do the following with some time series data: > > Calculate 95% confidence interval for mean defined as +/-sigma(x)qt(0.025, > N*-1) / sqrt(N*) where sigma(x) is the standard deviation at any point x > and qt(0.025, N*-1) is the 2.5 percentage point of the Student-t > distribution with N*-1 degrees of freedom. > > I have been trying to do this with HypothesisTests' ci() and > OneSampleTTest() functions, but as far as I can see OneSampleTTest() does > not allow me to choose the number of degrees of freedom. > > julia> t = OneSampleTTest(arr) > One sample t-test > ----------------- > Population details: > parameter of interest: Mean > value under h_0: 0 > point estimate: 0.3835 > 95% confidence interval: (0.14217301685460967,0.6248269831453903) > > Test summary: > outcome with 95% confidence: reject h_0 > two-sided p-value: 0.0057946078675091515 (very significant) > > Details: > number of observations: 10 > t-statistic: 3.5948622927526235 > degrees of freedom: 9 > empirical standard error: 0.10668002520517972 > > > julia> t.df > 9 > julia> ci(t, 0.025, tail=:both) > (0.09706297518543938,0.6699370248145606) > > > Can anybody point me in the right direction? > > > >
