The Analysis of Variance of Time Series Data. Part II. Two-Way Layout.
Research and development technical rept.,
ATMOSPHERIC SCIENCES LAB WHITE SANDS MISSILE RANGE N MEX
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The two-way layout fixed-effects model for the analysis of variance AOV is the subject of this part of the report. Both the two-way layout without interaction and the two-way layout with interaction are discussed. New AOV expressions are developed under the assumption that the noise in the data has arbitrary autocorrelation functions. The specific expressions for white noise and red noise are given, along with an investigation of the consequences of falsely assuming the noise is white when it is red. Author
- Statistics and Probability