Investigate Time Series Model Residuals 

Having found the model that successfully describes the time series of interest, the fit residual is expected to be a Gaussian white noise process.

Monthly data of accidental deaths in USA from 1973 to 1978.

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Fit an ARMA model to the data.

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Autocorrelation, partial autocorrelation, and LjungBox plots suggest correlation at lag 12.

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Fit a seasonal ARMA model with seasonality of 12.

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ACF, PACF, and LjungBox plots indicate that residuals are likely a white noise.

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Selection criteria favor the seasonal model over the non-seasonal one.

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