Testing Autocorrelation - Example 1 (R)

Notes and Considerations

Montgomery CH03 Example 3.12 p. 137

  • Durbin-Watson test for first-order (lag 1) autocorrelation
  • Breusch-Godfrey test for higher-order autocorrelation
  • Lag plot
  • acf/pacf plots

Output, along with R script, is included in the file "CH03 Example 3-12 Durbin Watson test.docx" attached below.

Data Set

Tables 3.13 & 3.15 soft drink concentrate sales data

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

Analysis or Script File

See the file "CH03 Example 3-12 Durbin-Watson.R" attached below.