AutocorrelationTest

AutocorrelationTest[data] tests whether the data is autocorrelated.

AutocorrelationTest[data,k] tests whether the data is autocorrelated up to lag k.

AutocorrelationTest[data,k,"property"] returns the value of "property" for a given model.

Examples

Test for autocorrelation in data:

data = RandomReal[1, 100];
AutocorrelationTest[data]

Get the p-value:

AutocorrelationTest[data, 5, "PValue"]

Please visit the official Wolfram Language Reference for more details.