[R] Confidence intervals in ccf()

[David Winsemius]

ccf passes its results to acf which than passes to plot.acf, an  
invisible function which can be made visible by the ":::" device:

stats:::plot.acf

plot.acf is where the CI get calculated and plotted.

-- 
David Winsemius

On Jan 20, 2009, at 12:25 PM, Shruthi Jayaram wrote:

>
> Hi,
>
> I have been running the ccf() function to find cross-correlations of  
> time
> series across various lags. When I give the option of plot=TRUE, I  
> get a
> plot that gives me 95% confidence interval cut-offs (based on sample
> covariances) for my cross-correlations at each lag. This gives me a  
> sense of
> whether my cross-correlations are statistically significant or not.
>
> However, I am unable to get R to return the value of these critical  
> values
> to me in say, an object or vector form. Would anyone be able to help  
> me
> extract the critical values (at 95%) from the ccf() function?
>
> Thanks very much in advance,
>
> Shruthi
> -- 
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