[R-SIG-Finance] Does R have a formal test for long vs short memory process? ---acf confidence intervals

[elton wang]

Brian,
For acf chart, how to see the value of confidence
intervals? any reference on the calculation of this?
are they just 1/sqrt(size)? 

Below is my R screen, no information on confidence
intervals.

> summary(acf(rnorm(1000)))
       Length Class  Mode     
acf    31     -none- numeric  
type    1     -none- character
n.used  1     -none- numeric  
lag    31     -none- numeric  
series  1     -none- character
snames  0     -none- NULL     
> 

--- "Brian G. Peterson" <brian at braverock.com> wrote:


> In addition to the ACF chart, the acf calculation
> calculates confidence 
> intervals for significance.  The summary() method on
> the results of an 
> acf will tell you what the values for these
> confidence intervals are.
> 



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