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Analysis of Variance with Time Series Data

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Ceranka B., Katulska K., Agricultural University of Poznań D. o. M. a. s. M., Adam Mickiewicz University F. o. M. a. C. S.
Acta Universitatis Lodziensis. Folia Oeconomica
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2000
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vol. 152
EN
Successive observations over time are made on individual subjects classified into different groups. It is assumed that the mean response may vary between groups, that there is a random effect for each individual, and that successive observations on each individual follow a AR model. The likelihood-ratio criteria for testing the hypothesis of equality of the group means is considered.
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