[R] Calculating confidence limits on acf graphs

[Andrew Robinson]

Hi Phil,

try

getAnywhere("plot.acf")

you can see how the CI is computed there.

Cheers

Andrew

On Wed, Mar 07, 2007 at 02:12:16PM +0000, Gladwin, Philip [CIB-FI] wrote:
> 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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-- 
Andrew Robinson  
Department of Mathematics and Statistics            Tel: +61-3-8344-9763
University of Melbourne, VIC 3010 Australia         Fax: +61-3-8344-4599
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