[R] acf Significance

[Steve Jones]

Thanks for the pointer to the str function - very handy!

The output for the acf object is below - it doesn't seem to contain
anything that might tell me the significance level.

List of 6
 $ acf   : num [1:27, 1, 1] 1 0.6309 0.2989 0.0612 -0.2105 ...
 $ type  : chr "correlation"
 $ n.used: int 27
 $ lag   : num [1:27, 1, 1] 0 1 2 3 4 5 6 7 8 9 ...
 $ series: chr "time_series"
 $ snames: NULL
 - attr(*, "class")= chr "acf"

Does anyone have any more ideas?

Steve.

markleeds at verizon.net wrote:
> hi: set the acf to an object and then do str(object). that should show
> if and where they are ? If I knew I would
> just tell you so I'm not trying to be socratic. it's been a while since
> I used acf().
> 
> 
> 
> 
> 
> On Aug 5, 2009, *Steve Jones* <steve at squaregoldfish.co.uk> wrote:
> 
>     Hi List,
> 
>     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,
>     Steve.
> 
> 
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