In this paper, a robustified residual autocorrelation is defined based on L 1 -regression. Under very general conditions, we obtain the asymptotic distribution of the robust residual autocorrelation. A robustified portmanteau statistic is then constructed which can be used in checking the goodness-of-fit of AR(p) models when using L 1 -norm fitting. Empirical results show that L 1 -norm estimators and the proposed portmanteau statistic are robust against outliers, error distributions, and accuracy at a given finite sample.