Hi Phil,
try
getAnywhere("plot.acf")
you can see how the CI is computed there.
Cheers
Andrew
On Wed, Mar 07, 2007 at 02:12:16PM +0000, Gladwin, Philip [CIB-FI] wrote:
> Hello,
> I was wondering if anybody could help me with this?
>
> I have plotted an acf function for a time series and am very happy with it.
> Now I am interested in calculating for myself the two values for the
> confidence
> intervals that are plotted on the graph of the acf.
>
> The confidence intervals do not appear to be returned from the acf function
> (is this true?).
>
> So far I haven't managed to calculate them myself. Can anybody help?
>
> Phil,
>
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--
Andrew Robinson
Department of Mathematics and Statistics Tel: +61-3-8344-9763
University of Melbourne, VIC 3010 Australia Fax: +61-3-8344-4599
http://www.ms.unimelb.edu.au/~andrewpr
http://blogs.mbs.edu/fishing-in-the-bay/
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
