A residual plot displays regression residuals against fitted responses, predictor values or observation order. Curvature can suggest an incorrect regression function; changing spread can suggest unequal error variances; ordered runs can suggest dependence. A plot is a diagnostic, not a proof of independence. Dependence confined to higher moments, as for adjacent products of independent Gaussian variables, may call for lagged squared regression residuals rather than a basic scatter plot. Fitting also induces dependence among regression residuals even under independent original errors.
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