Autocorrelation function

Select time period

Select region

Select Year Range

The autocorrelation coefficient: $$r_t =\frac{\sum_{t=k+1}^n (Y_t - \bar{Y})(Y_{t-k}-\bar{Y})}{\sum_{t=1}^n(Y_t- \bar{Y})^2} $$

Box-Pierce Q statistic: $$Q=n\sum_{k=1}^h r_{k}^2 $$

Select maximum lag(h)

Ljung-Box Q statistic: $$Q^* =n(n+2) \sum_{k=1}^h(\frac{r_{k}^2}{n-k}) $$