[R] acf(): meaning of the blue horizontal lines

[David Scott]

On Tue, 28 Oct 2008, Oliver Bandel wrote:

> Hello,
>
> what are they meaning? It could be something that
> would show a threshhold above which the result is
> indicating different meanings then just random noise.
> But there is no description on the definition of those lines,
> so it means nothing, if it is not clearly defined.
>
> Where can I find a detailed definiton?
>
>
> Ciao,
>   Oliver
>

Look at

?plot.acf

for which there is a pointer on the help to acf:
'The generic function plot has a method for objects of class "acf". '

Note that if you can't guess what the lines are on the acf plot you don't 
know enough about time series to be using an acf plot and had best get a 
book on time series and read it. Any standard reference on time series 
should explain it, for example Chatfield: The Analysis of Time Series.

David Scott

_________________________________________________________________
David Scott	Department of Statistics, Tamaki Campus
 		The University of Auckland, PB 92019
 		Auckland 1142,    NEW ZEALAND
Phone: +64 9 373 7599 ext 86830		Fax: +64 9 373 7000
Email:	d.scott at auckland.ac.nz

Graduate Officer, Department of Statistics
Director of Consulting, Department of Statistics