Rosario, Mark Angelo Time Series Analysis

BS Math 3A Mr. Estalilla

Activity 5B
1. Calculate the Durbin-Watson statistic
For Dataset 1:

For Dataset 2:
For Dataset 3:

For Dataset 4:
2. Create a scatterplot of residuals against time.

For Dataset 1:

Residual vs Time
150

100

50
Residuals

0
0 2 4 6 8 10 12 14 16 18 20
-50

-100

-150
Time

For
Residual vs Time Dataset 2:
100.00

50.00

0.00
Residual

0 2 4 6 8 10 12 14 16 18 20

-50.00

-100.00

-150.00
Time
 For
Residual vs Time Dataset 3:
150

100

50
Residual

0
0 2 4 6 8 10 12 14 16 18 20
-50

-100

-150
Time

For
Residual vs TIme Dataset 4:
15

10

5
Residuals

0
0 10 20 30 40 50 60
-5

-10

-15
Time
 3. Construct an autocorrelation plot (correlogram) up to lag-13
For Dataset 1:
 Correlogram of DataSet1
1.5

1
Autocorrelation

0.5

0
0 2 4 6 8 10 12 14

-0.5

-1
Residual

For Dataset 2:
 Correlogram of DataSet2
1.2

0.8
Autocorrelation

0.6

0.4

0.2

0
0 2 4 6 8 10 12 14
Lag
For Dataset 3:

Correlogram of DataSet3
1.02

0.98

0.96
Autocorrelation

0.94

0.92

0.9

0.88

0.86

0.84

0.82
0 2 4 6 8 10 12 14
Lag
For Dataset 4:

Correlogram of DataSet4
1.2

0.8

0.6
Autocorrelation

0.4

0.2

0
0 2 4 6 8 10 12 14
-0.2

-0.4

-0.6
Lag