Hello, I would like to have some information about acf with missing values. Let us consider this example: x=rnorm(100) x2=x x2[sample(100,10)]=NA acf1=acf(x) acf2=acf(x2,na.action=na.pass) The computation of the acf is different for the two data sets. Looking at the the code reveals that with missing values, the computation of acf takes into account the number of pairs of non-NA values (i.e. the number of pairs of data that are used to compute the acf, and this number is different for each lag). This makes sense for me. Where I have more problems, concern the computation of confidence intervall. Here, the plot.acf function compute the values using x$n.used, which is equal for these two cases to 100. Is there some explanation for this choice ? I would think that the computation of CI would also take into account the number of pairs of non-NA values. Is there some references on the topic ? Thanks in advance, Sincerely. -- St?phane DRAY (dray at biomserv.univ-lyon1.fr ) Laboratoire BBE-CNRS-UMR-5558, Univ. C. Bernard - Lyon I 43, Bd du 11 Novembre 1918, 69622 Villeurbanne Cedex, France Tel: 33 4 72 43 27 57 Fax: 33 4 72 43 13 88 http://biomserv.univ-lyon1.fr/~dray/