[R] autocorrelaltion function plots

[Peter Ehlers]

In reply to a question from Fangyi He re the confidence limit
lines in an acf plot,

On 2011-02-13 22:06, BSanders wrote:
>
>
> I believe it's actually 2/sqrt(n)   where n is the sample size...
> Interesting..

The question was actually about the default confidence level,
which is 0.95 (see ?plot.acf which Fangyi He would have
discovered had s/he consulted ?acf). Hence, the lines
are at +/- 1.96/sqrt(n). The function that produces them is
presumably simply abline(h = ....).

Peter Ehlers