[R] significance threshold in CCF

[(Ted Harding)]

On 08-May-08 18:23:27, E C wrote:
> Hi everyone,
> 
> When the CCF between two series of observations is plotted in R, a line
> indicating (presumably) the significance threshold appears across the
> plot. Does anyone know how this threshold is determined (it is
> different for each set of series) and how its value can be extracted
> from R? I've tried saving the CCF into an object and unclassing the
> object, but there's nothing there to indicate this.
> Some sample code to show what I mean:
> x <- c(1,2,3,4,5,6,7,8,9)
> y <- c(3,4,5,6,7,8,9,10,11)
> ccf(x, y, plot=T)
> Thanks in advance!

Have a look at ?plot.acf (also used for plotting ccf objects)
Ted.

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Date: 08-May-08                                       Time: 19:54:20
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