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SerialCorrelation

Whether a series carries serial dependence, and at which lags.

Members

Member	What it does
SerialCorrelation.Autocorrelation	The autocorrelation function, with its confidence band.
SerialCorrelation.PartialAutocorrelation	The partial autocorrelation function, with its confidence band.
SerialCorrelation.LjungBox	The Ljung-Box test for serial dependence, cumulated lag by lag.