Hello,
I'm trying to determine whether or not my data exhibits a 1st-order or 2nd-order Markov property using a dataset in Excel. I have 1,000 individuals and observations on all individuals at days 't', 't+1' and 't+2'. An individual can only exhibit one of two states on each day.
Can someone help me by telling which transition probabilities I need to calculate and how I can compare these using a chi-square test in order to test the Markov property?
Thanks!
I'm trying to determine whether or not my data exhibits a 1st-order or 2nd-order Markov property using a dataset in Excel. I have 1,000 individuals and observations on all individuals at days 't', 't+1' and 't+2'. An individual can only exhibit one of two states on each day.
Can someone help me by telling which transition probabilities I need to calculate and how I can compare these using a chi-square test in order to test the Markov property?
Thanks!