[R-SIG-Finance] acf confidence intervals in ARMA

[Peter Carl]

On Friday 08 February 2008 8:05:20 am elton wang wrote:
> I tried to understand the two formulas below by google
> and books I have but have no success so far.

?plot.acf
Confidence limits assume a white noise input by default.

    "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."

HTH,

pcc
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Peter Carl
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