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
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 3-12 Durbin-Watson.R" attached below.