Check dependence in a time series

Examine how regularly spaced observations relate to earlier values.

Guides · Basic statistics · 4 min read

Example: hourly chilled-water temperature

168 observations: one temperature reading each hour for seven consecutive days.

Download the example data (CSV)

This is the same example used in Help. Import the CSV to follow the steps, or use Open example in a practice copy in Help to prefill the inputs.

1. Create the workspace

In the sidebar, open Basic Statistics and choose Autocorrelation. Create an analysis, name it, select New blank worksheet, then choose Create analysis.

2. Import the example data

Download the CSV above and import it into the worksheet. Choose Comma as the delimiter, Dot as the decimal separator and First row contains column names.

3. Assign the ordered series

On Inputs, assign supply_temperature_c to Time series. Keep the 168 hourly readings in their recorded order. Do not remove internal gaps or assume worksheet sorting changes the analysis order.

4. Set the diagnostics

Enter 0.05 in Significance level (α). Choose Default for Lag selection; the status should show 42 lags for 168 observations. Open Residual modeling and leave Fit a model and analyze residuals unchecked.

Autocorrelation: Inputs with the example’s assignments and settings
Inputs with the example columns and settings before running the analysis. View full-size image (opens in a new tab)

5. Run analysis

Choose Run analysis, then open Results.

6. Interpret results

  1. Read the lag axis

    The 168 readings were collected hourly for seven days. Lag 1 compares neighboring hours; lag 24 compares readings one day apart. Correlations measure linear association, not a temperature difference.

  2. Look for persistence and recurrence

    ACF at lag 1 is about 0.91 and at lag 24 about 0.74. Both cross their displayed significance bounds. Temperatures tend to stay related over neighboring hours, with a recurring association a day apart. Review daily operating records; the plot does not identify a physical cause.

    Series ACF
    Series ACF View full-size chart (opens in a new tab)
  3. Read the partial correlations

    At lag 2, ACF is about +0.77, while PACF is about −0.34 after accounting for lag 1. The raw two-hour association and the additional association after adjustment can differ in sign. Compare PACF with its pointwise bounds; this run fits no time-series model.

    Series PACF
    Series PACF View full-size chart (opens in a new tab)
  4. Read the combined test

    Through lag 42, Ljung–Box Q is 2,246.90. Its extremely small p-value displays as 0 because of numerical precision, not because the probability is exactly zero. There is strong evidence of serial dependence.

  5. Use the dependence in later work

    Keep the hourly sequence and account for dependence in the next analysis. Counting all 168 readings as independent can overstate the available evidence. These diagnostics do not establish process control or capability.

More details: read each result section

Complete result tables use six significant digits, as in Help.

Series autocorrelation diagnostics

Effective observations is 168 and Final displayed / tested lag is 42. Alpha is 0.05 and Lag selection is Default. Calculation version identifies the diagnostic conventions. Ljung–Box Q and its p-value accumulate evidence through the final lag; read a displayed zero as a numerical reporting limit.

Series autocorrelation diagnostics · 11 rows
StatisticValue
Calculation version2
SeriesOrdered measurements
Effective observations168
Alpha0.05
Lag selectionDefault (sample-size guidance)
Requested lagsDefault
Final displayed / tested lag42
Ljung–Box Q2246.9
Ljung–Box DF42
Ljung–Box p-value0
InterpretationEvidence of autocorrelation in the series through lag 42 (α = 0.05).

Series correlations and cumulative Ljung–Box

Lag is separation in hours. ACF is correlation with that earlier value; PACF adjusts for intervening lags. ACF T is ACF divided by its standard error and tests one lag. LBQ, LBQ DF and LBQ p-value give the cumulative Ljung–Box test through each lag. All 42 rows are shown; later lags use fewer paired observations.

ACF T tests an individual lag. LBQ and its p-value combine lags 1 through the row’s lag.

Series correlations and cumulative Ljung–Box · 42 rows
LagACFPACFACF TLBQLBQ DFLBQ p-value
10.9097260.90972611.7914141.53511.22919e-32
20.769726-0.3357096.12268243.46921.35295e-53
30.590476-0.2578123.90555303.8231.48278e-65
40.392682-0.1534312.3894330.67342.60783e-70
50.191901-0.1127361.12992337.12551.03399e-70
6-0.0126268-0.192623-0.0737881337.15368.82606e-70
7-0.218903-0.237349-1.27918345.65471.04946e-70
8-0.404073-0.1235-2.33857374.79884.57796e-76
9-0.564829-0.172807-3.16745432.10491.91524e-87
10-0.692961-0.192586-3.67284518.904104.02031e-105
11-0.774349-0.13218-3.8097627.98111.44312e-127
12-0.797445-0.048621-3.62281744.402121.36661e-151
13-0.767302-0.0875804-3.24179852.885136.44296e-174
14-0.680068-0.0193745-2.70878938.656142.24161e-191
15-0.55157-0.0449476-2.10687995.445151.27574e-202
16-0.3799820.0736759-1.414551022.57161.64022e-207
17-0.1810780.0576671-0.6662071028.78176.27864e-208
180.02646760.02966840.09712111028.91184.64621e-207
190.22780.04289790.8358491038.86192.67704e-208
200.401449-0.0277181.466921069.96204.61875e-214
210.551640.09390071.990391129.08218.27472e-226
220.6641550.03431122.341771215.37222.34917e-243
230.723244-0.04864392.470741318.39231.75938e-264
240.7363180.03844592.42871425.92241.42531e-286
250.695007-0.02047012.215961522.4252.65207e-306
260.60346-0.0394521.870181595.64260
270.4820560.06897461.463781642.71270
280.3378290.08752171.012991665.99280
290.1783970.07829330.5316891672.53290
300.01497290.07297780.04455011672.58300
31-0.166442-0.110348-0.4952221678.35310
32-0.348901-0.084198-1.036591703.91320
33-0.505749-0.0176767-1.493061758.03330
34-0.603230.185411-1.757671835.58340
35-0.654539-0.0127267-1.873041927.58350
36-0.6538730.0128352-1.833252020.09360
37-0.618623-0.0389209-1.700732103.52370
38-0.549054-0.0347339-1.484132169.75380
39-0.454397-0.0953556-1.212472215.46390
40-0.3274130.0175038-0.8660952239.38400
41-0.181502-0.00499547-0.4779912246.79410
42-0.0225211-0.0156713-0.05922952246.9420

Series calculation method and alignment

These rows record the full-series ACF denominator, PACF recursion, Bartlett standard errors and Student t significance limits. Retain the calculation version, worksheet order and alignment notes with a reported diagnostic. Residual modeling is off.

Series calculation method and alignment · 13 rows
StatisticValue
ACF estimatorFull-series mean and denominator (unadjusted)
PACF estimatorDurbin–Levinson recursion from the same unadjusted ACF
ACF standard errorBartlett: √((1 + 2Σ previous ACF²) / n)
ACF TACF / standard error
Significance limitsStudent t × SE for ACF; Student t / √n for PACF
Student t degrees of freedom167
Student t multiplier1.97427
Ljung–Boxn(n + 2) Σ ACF(k)² / (n − k); chi-square survival probability
Fitted-parameter DF adjustment0
First original worksheet row1
Last original worksheet row168
Leading empty cells excluded0
Trailing empty cells excluded0

Series standard errors and significance limits

Each Lag row gives ACF SE and its lower/upper significance bounds, plus PACF lower/upper bounds. ACF bounds change with lag while PACF bounds here are constant. These pointwise limits are not temperature specifications or process-control limits; inspecting many lags can produce isolated flags.

Series standard errors and significance limits · 42 rows
LagACF SEACF lowerACF upperPACF lowerPACF upper
10.0771517-0.1523180.152318-0.1523180.152318
20.125717-0.24820.2482-0.1523180.152318
30.151189-0.2984880.298488-0.1523180.152318
40.164344-0.3244590.324459-0.1523180.152318
50.169837-0.3353040.335304-0.1523180.152318
60.171123-0.3378420.337842-0.1523180.152318
70.171128-0.3378530.337853-0.1523180.152318
80.172787-0.3411280.341128-0.1523180.152318
90.178323-0.3520580.352058-0.1523180.152318
100.188672-0.3724890.372489-0.1523180.152318
110.203258-0.4012860.401286-0.1523180.152318
120.220118-0.4345730.434573-0.1523180.152318
130.236691-0.4672910.467291-0.1523180.152318
140.25106-0.4956610.495661-0.1523180.152318
150.261796-0.5168560.516856-0.1523180.152318
160.268624-0.5303370.530337-0.1523180.152318
170.271805-0.5366160.536616-0.1523180.152318
180.272522-0.5380320.538032-0.1523180.152318
190.272537-0.5380620.538062-0.1523180.152318
200.273668-0.5402950.540295-0.1523180.152318
210.277151-0.5471720.547172-0.1523180.152318
220.283612-0.5599260.559926-0.1523180.152318
230.292723-0.5779150.577915-0.1523180.152318
240.303173-0.5985460.598546-0.1523180.152318
250.313637-0.6192050.619205-0.1523180.152318
260.322674-0.6370470.637047-0.1523180.152318
270.329324-0.6501740.650174-0.1523180.152318
280.333497-0.6584140.658414-0.1523180.152318
290.335528-0.6624230.662423-0.1523180.152318
300.336092-0.6635370.663537-0.1523180.152318
310.336096-0.6635450.663545-0.1523180.152318
320.336586-0.6645130.664513-0.1523180.152318
330.338732-0.668750.66875-0.1523180.152318
340.343198-0.6775650.677565-0.1523180.152318
350.349452-0.6899130.689913-0.1523180.152318
360.356675-0.7041730.704173-0.1523180.152318
370.36374-0.7181210.718121-0.1523180.152318
380.36995-0.7303810.730381-0.1523180.152318
390.374769-0.7398950.739895-0.1523180.152318
400.378034-0.7463410.746341-0.1523180.152318
410.379718-0.7496660.749666-0.1523180.152318
420.380234-0.7506850.750685-0.1523180.152318
  • Limits describe individual lag statistics; they are not a simultaneous confidence band over all displayed lags.

Calculation conventions

Calculation version 2: full-series ACF denominator, unadjusted ACF recursion for PACF, Bartlett ACF standard errors, and Student t significance limits. T evaluates one lag; Ljung–Box accumulates evidence through the stated lag. These diagnostics do not establish process stability or suitability for SPC.

7. Create a report

Keep both Series ACF and Series PACF, all correlation and limit rows, series diagnostics and calculation-method notes. Record the hourly interval and original order, and keep the production warnings about dependence and SPC interpretation.

Choose Add to report from the completed run. Open Choose individual items and advanced options to select tables and charts, then choose Add to draft. Hidden items stay in the saved analysis.

Name the report and add the purpose of the study and your interpretation. Choose Save, review Preview, then use Export → Download HTML. The example below contains the full selected content, including results beyond one screen.

Complete native output for this Help example, including applicable tables, charts and run notes. Report numbers use the app’s displayed precision. Exported charts are static. On narrow screens, scroll wide charts and tables sideways.
View example report: Examine dependence in a chilled-water temperature series

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