[R] % out of Conf interval
Brian Scholl
brianscholl1973 at yahoo.com
Wed Dec 19 02:17:41 CET 2001
I'd like to evaluate the fit of say an AR/VAR/ARMA
model by examining the spectrum of the residuals. One
observation I'd like to make is that with a certain
model, 8% of the periodogram or smoothed periodogram
values are outside the CI bound for white noise. How
can I do this easily in R?
thanks,
Brian
__________________________________________________
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
More information about the R-help
mailing list