R help - Mar 2007 - Calculating confidence limits on acf graphs

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,

Hmm, this does not seem to be over-documented :-)
But try
?plot.acf
and
getAnywhere(plot.acf)

Then you can find in the code how the values are actually calculated.
Petr

Gladwin, Philip [CIB-FI] napsal(a):
> 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,
> 
> ______________________________________________
> R-help at stat.math.ethz.ch 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.
> 
-- 
Petr Klasterecky
Dept. of Probability and Statistics
Charles University in Prague
Czech Republic

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,
> 
> ______________________________________________
> R-help at stat.math.ethz.ch 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.
-- 
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/