AutocorrelationTest

Not available

Forms

AutocorrelationTest[data]

AutocorrelationTest[data, k]

AutocorrelationTest[data, k, "property"]

Options

SignificanceLevel — default 0.05

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Related

HypothesisTestData CorrelationFunction Correlation TimeSeriesModelFit ARProcess MAProcess ARMAProcess ARIMAProcess FARIMAProcess SARMAProcess SARIMAProcess RandomFunction

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