Thanks Eric!

I also noticed that in R, acf returns ac at lag 0, while pacf does not (pac
for pacf starts at lag 1). Do you know if there is a good reason for that?
Shouldn't ac at lag 0 always be 1?


On 4/27/07, Eric Thompson <ericthompso@gmail.com> wrote:
>
> The lines indicate the confidence interval (95% by default). I think
> you mean that it is not documented in help(acf), but it directs you to
> plot.acf in the "See Also" secion.
>
> From ?plot.acf:
>
> Note:
>
>     The confidence interval plotted in 'plot.acf' is based on an
>     _uncorrelated_ series and should be treated with appropriate
>     caution.  Using 'ci.type = "ma"' may be less potentially
>     misleading.
>
> also see the description of the ci and ci.type arguments. As far as
> HOW they are calculated, I believe that the default is
>
> qnorm(c(0.025, 0.975))/sqrt(n)
>
> And yes, I think that they are very important.
>
> Hope that helps.
>
> Eric
>
>
> On 4/27/07, tom soyer <tom.soyer@gmail.com> wrote:
> > Hi,
> >
> > I noticed that whenever I ran acf or pacf, the plot generated by R
> always
> > includes two horizontal blue doted lines. Furthermore, these two lines
> are
> > not documented in the acf documentation. I don't know what they are for,
> but
> > it seems that they are important. Could someone tell me what they are
> and
> > how are they calculated?
> >
> > Thanks,
> >
> > --
> > Tom
> >
> >         [[alternative HTML version deleted]]
> >
> > ______________________________________________
> > R-help@stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
>



-- 
Tom

	[[alternative HTML version deleted]]

