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. 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. 6.6.2.5. Work This Example Yourself http://www.itl.nist.gov/div898/handbook/pmc/section6/pmc625.htm (3 of 3) [5/1/2006 10:35:57 AM] Army Chemical Corps (1953). Master Sampling Plans for Single, Duplicate, Double and Multiple Sampling, Manual No. 2. Bissell, A. F. (1990). "How Reliable is Your Capability Index?", Applied Statistics, 39, 331-340. Champ, C.W., and Woodall, W.H. (1987). "Exact Results for Shewhart Control Charts with Supplementary Runs Rules", Technometrics, 29, 393-399. Duncan, A. J. (1986). Quality Control and Industrial Statistics, 5th ed., Irwin, Homewood, IL. Hotelling, H. (1947). Multivariate Quality Control. In C. Eisenhart, M. W. Hastay, and W. A. Wallis, eds. Techniques of Statistical Analysis. New York: McGraw-Hill. Juran, J. M. (1997). "Early SQC: A Historical Supplement", Quality Progress, 30(9) 73-81. Montgomery, D. C. (2000). Introduction to Statistical Quality Control, 4th ed., Wiley, New York, NY. Kotz, S. and Johnson, N. L. (1992). Process Capability Indices, Chapman & Hall, London. Lowry, C. A., Woodall, W. H., Champ, C. W., and Rigdon, S. E. (1992). "A Multivariate Exponentially Weighted Moving Average Chart", Technometrics, 34, 46-53. Lucas, J. M. and Saccucci, M. S. (1990). "Exponentially weighted moving average control schemes: Properties and enhancements", Technometrics 32, 1-29. Ott, E. R. and Schilling, E. G. (1990). Process Quality Control, 2nd ed., McGraw-Hill, New York, NY. Quesenberry, C. P. (1993). "The effect of sample size on estimated limits for and X control charts", Journal of Quality Technology, 25(4) 237-247. Ryan, T.P. (2000). Statistical Methods for Quality Improvement, 2nd ed., Wiley, New York, NY. Ryan, T. P. and Schwertman, N. C. (1997). "Optimal limits for attributes control charts", Journal of Quality Technology, 29 (1), 86-98. Schilling, E. G. (1982). Acceptance Sampling in Quality Control, Marcel Dekker, New York, NY. Tracy, N. D., Young, J. C. and Mason, R. L. (1992). "Multivariate Control Charts for Individual Observations", Journal of Quality Technology, 24(2), 88-95. Woodall, W. H. (1997). "Control Charting Based on Attribute Data: Bibliography and Review", Journal of Quality Technology, 29, 172-183. 6.7. References http://www.itl.nist.gov/div898/handbook/pmc/section7/pmc7.htm (2 of 3) [5/1/2006 10:35:57 AM] Woodall, W. H., and Adams, B. M. (1993); "The Statistical Design of CUSUM Charts", Quality Engineering, 5(4), 559-570. Zhang, Stenback, and Wardrop (1990). "Interval Estimation of the Process Capability Index", Communications in Statistics: Theory and Methods, 19(21), 4455-4470. Statistical Analysis Anderson, T. W. (1984). Introduction to Multivariate Statistical Analysis, 2nd ed., Wiley New York, NY. Johnson, R. A. and Wichern, D. W. (1998). Applied Multivariate Statistical Analysis, Fourth Ed., Prentice Hall, Upper Saddle River, NJ. 6.7. References http://www.itl.nist.gov/div898/handbook/pmc/section7/pmc7.htm (3 of 3) [5/1/2006 10:35:57 AM] . References http://www.itl.nist.gov/div 898 /handbook/ pmc/section7/pmc7.htm (2 of 3) [5/ 1/2006 10: 35: 57 AM] Woodall, W. H., and Adams, B. M. ( 199 3); "The Statistical Design of CUSUM Charts", Quality Engineering, 5( 4), 5 59- 57 0. Zhang,. random at the 95 % level, but are random at the 99 % level. 6.6.2 .5. Work This Example Yourself http://www.itl.nist.gov/div 898 /handbook/ pmc/section6/pmc6 25. htm (3 of 3) [5/ 1/2006 10: 35: 57 AM] Army. Statistics, 39, 331-340. Champ, C.W., and Woodall, W.H. ( 198 7). "Exact Results for Shewhart Control Charts with Supplementary Runs Rules", Technometrics, 29, 393 - 399 . Duncan, A. J. ( 198 6).