Autocorrelation test When N is sufficiently large,the distribution of the estimated autocorrelation coefficients 6(/)=(/(0)is approximately Gaussian with zero mean and variance of 1/N. ·The approximate95 percent confidence limits are±l.96/√W. Any estimated values of (far beyond the confidence limits are viewed as "very"different from zero,thereby indicating nonwhiteness of the residual signal(残差信号).• When N is sufficiently large, the distribution of the estimated autocorrelation coefficients is approximately Gaussian with zero mean and variance of 1/N. • The approximate 95 percent confidence limits are . Any estimated values of far beyond the confidence limits are viewed as “very” different from zero, thereby indicating nonwhiteness of the residual signal（残差信号）. Autocorrelation test  ˆ( ) ( ) (0) l r l r =  ˆ ˆ    1 96 N  ˆ( )l