[R] Calculating confidence limits on acf graphs

Gladwin, Philip [CIB-FI] philip.gladwin at citigroup.com
Wed Mar 7 15:12:16 CET 2007


Hello,
I was wondering if anybody could help me with this?

I have plotted an acf function for a time series and am very happy with it.
Now I am interested in calculating for myself the two values for the confidence
intervals that are plotted on the graph of the acf.

The confidence intervals do not appear to be returned from the acf function (is this true?).

So far I haven't managed to calculate them myself.  Can anybody help?

Phil,



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