[R] Calculating confidence limits on acf graphs

[Petr Klasterecky]

Hmm, this does not seem to be over-documented :-)
But try
?plot.acf
and
getAnywhere(plot.acf)

Then you can find in the code how the values are actually calculated.
Petr

Gladwin, Philip [CIB-FI] napsal(a):
> 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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-- 
Petr Klasterecky
Dept. of Probability and Statistics
Charles University in Prague
Czech Republic