test_acf

Notedocblock

test_acf(data, h; alpha=0.05)

Perform the asymptotic two-sided test for serial dependence at lag h based on the classical autocorrelation function (ACF) and return an ACFTestResult with the test statistic, the asymptotic critical value, the p-value, and the reject decision.

• data: the time series.
• h::Int: lag.
• alpha=0.05: significance level.