[R] significance threshold in CCF
Hi everyone, When the CCF between two series of observations is plotted in R, a line indicating (presumably) the significance threshold appears across the plot. Does anyone know how this threshold is determined (it is different for each set of series) and how its value can be extracted from R? I've tried saving the CCF into an object and unclassing the object, but there's nothing there to indicate this. Some sample code to show what I mean: x - c(1,2,3,4,5,6,7,8,9) y - c(3,4,5,6,7,8,9,10,11) ccf(x, y, plot=T) Thanks in advance! _ If you like crossword puzzles, then you'll love Flexicon, a game which comb[[elided Hotmail spam]] [[alternative HTML version deleted]] __ R-help@r-project.org 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.
Re: [R] significance threshold in CCF
On 08-May-08 18:23:27, E C wrote: Hi everyone, When the CCF between two series of observations is plotted in R, a line indicating (presumably) the significance threshold appears across the plot. Does anyone know how this threshold is determined (it is different for each set of series) and how its value can be extracted from R? I've tried saving the CCF into an object and unclassing the object, but there's nothing there to indicate this. Some sample code to show what I mean: x - c(1,2,3,4,5,6,7,8,9) y - c(3,4,5,6,7,8,9,10,11) ccf(x, y, plot=T) Thanks in advance! Have a look at ?plot.acf (also used for plotting ccf objects) Ted. E-Mail: (Ted Harding) [EMAIL PROTECTED] Fax-to-email: +44 (0)870 094 0861 Date: 08-May-08 Time: 19:54:20 -- XFMail -- __ R-help@r-project.org 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.
Re: [R] significance threshold in CCF
Ahh, thanks, that helped! Is the standard error being calculated by 1/sqrt(N-3) though? I ask because visually inspecting the plots of the 6 CCFs I've done, only 4 have a C.I. line that look about right according to my own calculations using this formula. The other 2 are a little below my calculations (although probably close enough). However, maybe I caught these two only because in these cases, my calculation happened to be a value above a tick mark while the line shown was below that tick mark. Maybe I'm not using the exactly right formula? Is there a way of extracting the value used? Thanks again! Date: Thu, 8 May 2008 19:54:25 +0100 From: [EMAIL PROTECTED] To: [EMAIL PROTECTED] Subject: RE: [R] significance threshold in CCF CC: r-help@r-project.org On 08-May-08 18:23:27, E C wrote: Hi everyone, When the CCF between two series of observations is plotted in R, a line indicating (presumably) the significance threshold appears across the plot. Does anyone know how this threshold is determined (it is different for each set of series) and how its value can be extracted from R? I've tried saving the CCF into an object and unclassing the object, but there's nothing there to indicate this. Some sample code to show what I mean: x - c(1,2,3,4,5,6,7,8,9) y - c(3,4,5,6,7,8,9,10,11) ccf(x, y, plot=T) Thanks in advance! Have a look at ?plot.acf (also used for plotting ccf objects) Ted. E-Mail: (Ted Harding) [EMAIL PROTECTED] Fax-to-email: +44 (0)870 094 0861 Date: 08-May-08 Time: 19:54:20 -- XFMail -- _ If you like crossword puzzles, then you'll love Flexicon, a game which comb[[elided Hotmail spam]] [[alternative HTML version deleted]] __ R-help@r-project.org 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.