Testing Autocorrelation - Example 1 (R)


Notes and Considerations


Montgomery CH03 Example 3.12 p. 137

 
Includes:
  • 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.




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