Bartell C. Jensen, James B. McDonald, A Pedagogical Example of Heteroskedasticity and Autocorrelation, The American Statistician, Vol. 30, No. 4 (Nov., 1976), pp. 192-193 ...

Various procedures are available to test for the possibility that the disturturbance terms of a linear regression model are autocorrelated in a first order process with a constant autoregressive ...