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Unformatted text preview: predictable manner? iii. A plot of the residuals against the ﬁtted values. Does the plot show nonconstancy of error variance? iv. A histogram of residuals (with Options: Lower Bound = 10, Upper Bound = 14 and Interval Width = 2 in Splus) v. A plot of the residuals against the quantiles of Standard Normal. According to (iii) and (iv), does the residuals look like normal? vi. An autocorrelation plot of the residuals, with Maximum Lag 36. (c) For each model, calculate by hand the ﬁtted value and the actual residual for t = 18. (d) Which would you prefer, in practice? Justify your choice? NOTE: The data set “dataset1.xls” can be downloaded from http://www.sta.cuhk.edu.hk/khwu/courses/sta4005/ under the subsection Time Series Data used for Assignments....
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 Spring '08
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 Statistics, Normal Distribution, Autocorrelation, Time series analysis, time series plot

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