Autocorrelation of panel data:program suggest and background

[icegood]

I have (so-called) dynamical monte carlo model of a number of identical chains within simulation box And i've measured some data (like radius of gyration of every chain). As many identical chains simultanuosly changed in time i simply have something like panel data. And i need to estimate autocorrelation of measured (chain-depended) data over both time and individual chains. In particular, decide wheather auto-correlation present or not over big time period and estimate correlation decay (so-called relaxation time). In other words need analogue of Ljung–Box test for panel series and estimations of auto-correlation itself. All i have found is asymtotical unbiasingof such estimations.
What program can also suggest? And under which theory it will work?
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more info about things, that i need, described there