Managing Autocorrelation - Regression with Lagged Variables - Example 1 (R)


Notes and Considerations

 
Montgomery CH03 Example 3.16 p. 159

Output, along with R script, is included in the file "CH03 Example 3-16 manage autocorrelation using lagged variables.docx" attached below.

Example of using time series error terms in a linear model to reduce autocorrelation in the model residuals.



Data Set

 
Table 3.17 toothpaste market share data

See file "DATA Montgomery TS data for chapter examples.xlsx" at the bottom of page Introduction to Time Series Analysis and Forecasting (Montgomery)

Data is also included in the R script file attached below.



Analysis or Script File

 
See the file "CH03 Example 3-16 Regression with lagged predictor.R" attached below.




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