Confidence intervals for autocor and pacf

[BenjaminBorn]

Would there be interest in a PR that adds confidence intervals to the autocor and pacf functions? Maybe with a keyword so that they are not computed by default.

This would make it more convenient to create (partial) autocorrelogram plots.

[ararslan]

I've been wondering for a while whether it wouldn't make more sense to move the (P)ACF functionality to a package like TimeSeries. It feels a little out of place here. But regardless of where it ends up, confidence intervals seem desirable.

[BenjaminBorn]

I would tend to agree, except for the fact that the time series eco system is still in its infancy with many unmaintained packages. I therefore like to have the (P)ACF functionality in StatsBase for the moment where it is easily found by Julia novices. We can then move it out later.