[R] function acf in package ts

Liaw, Andy andy_liaw at merck.com
Tue Jul 15 17:23:38 CEST 2003


>From ?plot.acf:

Note:

     The confidence interval plotted in `plot.acf' is based on an
     uncorrelated series and should be treated with appropriate
     caution.  Using `ci.type = "ma"' may be less potentially
     misleading.

Andy


> -----Original Message-----
> From: vincent.stoliaroff at sgcib.com 
> [mailto:vincent.stoliaroff at sgcib.com] 
> Sent: Tuesday, July 15, 2003 9:36 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] function acf in package ts
> 
> 
> Hi R lovers!
> 
> 
> 
> I'd like to know if the 2 blue lines in the graph produced by 
> the function acf in the package ts represents the level for 
> the test of significance of the autocorrelation
> 
> thanks for help
> vincent
> 
> 
> 
> 
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