[ 30 ], as the SPACF in Figure 2 is only slightly non-significant at lag h = 2 , where the plotted critical values (dashed lines) refer to the PACF-test on level 0.05 based on the simple asymptotic implementation ( 5 ).
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[ 30 ], as the SPACF in Figure 2 is only slightly non-significant at lag h = 2 , where the plotted critical values (dashed lines) refer to the PACF-test on level 0.05 based on the simple asymptotic implementation ( 5 ).