Spreadsheet software: Excel and Google Sheets offer built-in functions to calculate autocorrelation over different lags, making them accessible for beginner investors.

Asymptotic theory for heteroskedasticity autocorrelation consistent (HAC) covariance matrix estimators requires the truncation lag, or bandwidth, to increase more slowly than the sample size. This ...

Localized Autocorrelation Diagnostic Statistic for Sociological Models: Times-series, Network, and Spatial Datasets ...

Nicholas M. Kiefer, Timothy J. Vogelsang, A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests, Econometric Theory, Vol. 21, No. 6 (Dec., 2005 ...