[R] % out of Conf interval

Brian Scholl brianscholl1973 at yahoo.com
Wed Dec 19 02:17:43 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

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