[R] acf Significance
steve at squaregoldfish.co.uk
Wed Aug 5 11:42:45 CEST 2009
I'm trying to calculate the autocorrelation coefficients for a time
series using acf at various lags. This is working well, and I can get
the coefficients without any trouble. However, I don't seem to be able
to obtain the significance of these coefficients from the returned acf
object, largely because I don't know where I might find them.
It's clear that the acf function knows the significance threshold of the
autocorrelations, since it's shown in blue shown on the plot output from
acf, but I can't figure out where to access it. Can anyone help?
Thanks in advance,
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