Sutradhar, Brajendra C.; MacNeill, Ian B. Two-way analysis of variance for stationary periodic time series. (English) Zbl 0715.62167 Int. Stat. Rev. 57, No. 2, 169-182 (1989). We propose modified F-tests for testing the presence of row and column effects in a two-way layout assuming that observations follow a seasonal ARIMA process. A Gaussian approximation to the distribution of a linear combination of quadratic forms is proposed to obtain percentile values of the test statistics. The test is illustrated with the airline series. Cited in 3 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62J10 Analysis of variance and covariance (ANOVA) Keywords:dependent quadratic forms; multiplicative seasonal models; normal approximation; row and column effects; two-way correlations; modified F- tests; seasonal ARIMA process; Gaussian approximation; distribution of a linear combination of quadratic forms PDFBibTeX XMLCite \textit{B. C. Sutradhar} and \textit{I. B. MacNeill}, Int. Stat. Rev. 57, No. 2, 169--182 (1989; Zbl 0715.62167) Full Text: DOI