A common method of testing for autocollinearity (serial correlation)is a Wilcoxon matched pairs signed rank test.

Name: A common method of testing for autocollinearity (serial correlation)is a Wilcoxon matched pairs signed rank test.
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The Wilcoxon matched pairs signed rank test is not a method of testing for autocollinearity, but rather a non-parametric test for paired data. Autocollinearity is typically tested for using methods such as the Durbin-Watson test or the Breusch-Godfrey test.

A Common Method of Testing for Autocollinearity (Serial Correlation)is a Wilcoxon