Autocorrelation Calculator
Computes the autocorrelation function of a time series: the correlation of the series with itself shifted by 1, 2, … lags. Values outside ±1.96/√n suggest real serial dependence, and the Ljung–Box test aggregates all lags into one verdict — the standard check for whether residuals are white noise.
Read the full guide to this tool
Results
Notes
- rₖ near +1 at lag k means the series repeats its pattern every k steps; trending data shows slowly decaying positive ACF.
- For white noise about 5% of lags will poke outside the band by chance alone.
- The Ljung–Box statistic is χ²-distributed with one degree of freedom per lag tested.
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