Journal of Inequalities and Applications

Table 3 The autocorrelation function value and the partial autocorrelation function value of the sequence

From: Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\)

Lag	ACF	PACF	Q-Statistic	P
1	−0.463	−0.463	67.786	0.0000
2	−0.068	−0.359	69.232	0.0000
3	0.172	−0.054	78.664	0.0000
4	−0.18	−0.175	88.993	0.0000
5	−0.036	−0.253	89.407	0.0000
6	0.11	−0.158	93.264	0.0000
7	−0.087	−0.183	95.725	0.0000
8	0.039	−0.146	96.224	0.0000
9	0.032	−0.138	96.555	0.0000
10	0.028	−0.024	96.803	0.0000
11	0.036	0.092	97.237	0.0000
12	−0.163	−0.126	105.99	0.0000
13	0.104	−0.057	109.51	0.0000
14	−0.004	−0.014	109.52	0.0000

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