Testing for autocorrelation:

There are a multitude of methods for testing for autocorrelation, the simple  reason being that no particular test has yet;been  judged to be unequivocally best (i.e.,  more powerful in a statistical sense). Thus the analyst is in  the unenviable position of considering a varied collection of test procedures  for detecting the presence  of autocorrelation. The three most commonly used tests are discussed here, starting with the simplest to the most computationaliy complex.