# Detecting autocorrelation of residuals using ACF and PACF plots

How to identify autocorrelation of residuals in the fitted VAR model. I have provided the ACF and PACF plots below. There are some significant lags in the PACF plot. Does it mean that my model has autocorrelated residuals and not adequate?

• Your title does not quite seem to match the body. Dec 14, 2021 at 19:43
• How many observations do you have? More than 400 hopefully. If you have only 110 observations then your $\hat\rho(100)$ was computed using only 10 pairs of observations. A rule of thumb is to produce ACF for a number of lags that is <n/4 where n is the number of observations in your time series. Jan 6 at 12:06

Take a look at cross correlations for lag$$\neq 0$$, too. Given a statistically adequate model, most of them should also be insignificant.