Skip to main content

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