Tham khảo tài liệu 'engineering statistics handbook episode 8 part 13', kỹ thuật - công nghệ, cơ khí - chế tạo máy phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả | . Model Identification for the CO2 Concentrations Data Linear Trend Removed This plot contains the residuals from a linear fit to the original data. After removing the linear trend the run sequence plot indicates that the data have a constant location and variance which implies stationarity. However the plot does show seasonality. We generate an autocorrelation plot to help determine the period followed by a seasonal subseries plot. Autocorrelation Plot http div898 handbook pmc section4 2 of 5 5 1 2006 10 35 28 AM . Model Identification for the CO2 Concentrations Data The autocorrelation plot shows an alternating pattern of positive and negative spikes. It also shows a repeating pattern every 12 lags which indicates a seasonality effect. The two connected lines on the autocorrelation plot are 95 and 99 confidence intervals for statistical significance of the autocorrelations. Seasonal Subseries Plot A significant seasonal pattern is obvious in this plot so we need to include seasonal terms in fitting a Box-Jenkins model. Since this is monthly data we would typically include either a lag 12 seasonal autoregressive and or moving average term. To help identify the non-seasonal components we will take a seasonal difference of 12 and generate the autocorrelation plot on the seasonally differenced data. http div898 handbook pmc section4 3 of 5 5 1 2006 10 35 28 AM . Model Identification for the CO2 Concentrations Data Autocorrelation Plot for Seasonally Differenced Data CO2 Concentrations for Llauna Loa Observatory 95 Confidence Band 99 Confidence Band This autocorrelation plot shows a mixture of exponential decay and a damped sinusoidal pattern. This indicates that an AR model with order greater than one may be appropriate. We generate a partial autocorrelation plot to help identify the order. Partial Autocorrelation Plot of Seasonally Differenced Data CO2 Concentrations for Mauna Loa .
