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
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