For higher-order autoregressive processes, the sample autocorrelation needs to be supplemented with a partial autocorrelation plot. The partial autocorrelation of an AR("p") process becomes zero at lag "p" + 1 and greater, so we examine the sample partial autocorrelation function to see if there is evidence of a departure from zero. This is usually determined by placing a 95% confidence interval on the sample partial autocorrelation plot (most software programs that generate sample autocorrelation plots also plot this confidence interval). If the software program does not generate the confidence band, it is approximately formula_1, with "N" denoting the sample size.