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
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