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6. Process or Product Monitoring and Control
6.6. Case Studies in Process Monitoring
6.6.2. Aerosol Particle Size

6.6.2.5.

Work This Example Yourself

View Dataplot Macro for this Case Study This page allows you to repeat the analysis outlined in the case study description on the previous page using Dataplot . It is required that you have already downloaded and installed Dataplot and configured your browser. to run Dataplot. Output from each analysis step below will be displayed in one or more of the Dataplot windows. The four main windows are the Output Window, the Graphics window, the Command History window, and the data sheet window. Across the top of the main windows there are menus for executing Dataplot commands. Across the bottom is a command entry window where commands can be typed in.
Data Analysis Steps Results and Conclusions

Click on the links below to start Dataplot and run this case study yourself. Each step may use results from previous steps, so please be patient. Wait until the software verifies that the current step is complete before clicking on the next step.

The links in this column will connect you with more detailed information about each analysis step from the case study description.
1. Invoke Dataplot and read data.
   1. Read in the data.


  1. You have read one column of numbers
     into Dataplot, variable Y.
2. Model identification plots
  1. Run sequence plot of Y.



  2. Autocorrelation plot of Y.




  3. Run sequence plot of the
     differenced data of Y.


  4. Autocorrelation plot of the
     differenced data of Y.


  5. Partial autocorrelation plot
     of the differenced data of Y.


 1. The run sequence plot shows that the
    data show strong and positive
    autocorrelation.

 2. The autocorrelation plot indicates
    significant autocorrelation 
    and that the data are not
    stationary.

 3. The run sequence plot shows that the
    differenced data appear to be stationary
    and do not exhibit seasonality.

 4. The autocorrelation plot of the
    differenced data suggests an
    ARIMA(0,1,1) model may be
    appropriate.

 5. The partial autocorrelation plot
    suggests an ARIMA(2,1,0) model may
    be appropriate.

3. Estimate the model.
  1. ARIMA(2,1,0) fit of Y.



  2. ARIMA(0,1,1) fit of Y.




 1. The ARMA fit generates parameter
    estimates for the ARIMA(2,1,0)
    model.

 2. The ARMA fit generates parameter
    estimates for the ARIMA(0,1,1)
    model.

4. Model validation.
  1. Generate a 4-plot of the
     residuals from the ARIMA(2,1,0)
     model.

  2. Generate an autocorrelation plot
     of the residuals from the
     ARIMA(2,1,0) model.

  3. Perform a Ljung-Box test of
     randomness for the residuals from
     the ARIMA(2,1,0) model.

  4. Generate a 4-plot of the
     residuals from the ARIMA(0,1,1)
     model.

  5. Generate an autocorrelation plot
     of the residuals from the
     ARIMA(0,1,1) model.

  6. Perform a Ljung-Box test of
     randomness for the residuals from
     the ARIMA(0,1,1) model.




 1. The 4-plot shows that the
    assumptions for the residuals
    are satisfied.

 2. The autocorrelation plot of the
    residuals indicates that the
    residuals are random.

 3. The Ljung-Box test indicates
    that the residuals are
    random.

 4. The 4-plot shows that the
    assumptions for the residuals
    are satisfied.

 5. The autocorrelation plot of the
    residuals indicates that the
    residuals are random.

 6. The Ljung-Box test indicates
    that the residuals are not
    random at the 95% level, but
    are random at the 99% level.

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