Dear all,

I want to test if a time series is autocorrelated. So I calculated the sample autocorrelation coefficient (SAC) at various lags and now I want to test the individual significance of them.
We know that the SAC asymptotically follows the normal with mean zero and variance 1/T. But is there any quick way to conduct this test?
I know that corrgram produces the SAC but not the p-values for that test.


Best,
John