Your suggestion wasn't entirely useless - I didn't know about it before,
so I learned something!
I've had a look in the plot.acf source and found the bit I need, so it's
all good now.
Thanks for the suggestions.
Steve.
markleeds at verizon.net wrote:> Hi Steve: Clearly my str suggestions was useless !!!! So, my bad there.
> If you do stats:::plot.acf, that will show the source ( it looks complex
> as it always does ) but you can see how the ci piece is calculated.
> Also, the formula for it is in any reasonable time series book such as
> box jenkins or abraham ledolter etc. If you have MASS, it may be in
> there also.
>
> I'm surprised it's not part of some output somewhere ? hopefully
someone
> else will say something because
> I'm not an R expert so it still might be somewhere ?
>
>
>
> On Aug 6, 2009, *Steve Jones* <steve at squaregoldfish.co.uk> wrote:
>
> Thanks for the pointer to the str function - very handy!
>
> The output for the acf object is below - it doesn't seem to contain
> anything that might tell me the significance level.
>
> List of 6
> $ acf : num [1:27, 1, 1] 1 0.6309 0.2989 0.0612 -0.2105 ...
> $ type : chr "correlation"
> $ n.used: int 27
> $ lag : num [1:27, 1, 1] 0 1 2 3 4 5 6 7 8 9 ...
> $ series: chr "time_series"
> $ snames: NULL
> - attr(*, "class")= chr "acf"
>
> Does anyone have any more ideas?
>
> Steve.
>
> markleeds at verizon.net <mailto:markleeds at verizon.net> wrote:
> > hi: set the acf to an object and then do str(object). that should
show
> > if and where they are ? If I knew I would
> > just tell you so I'm not trying to be socratic. it's been
a while
> since
> > I used acf().
> >
> >
> >
> >
> >
> > On Aug 5, 2009, *Steve Jones* <steve at squaregoldfish.co.uk
> <mailto:steve at squaregoldfish.co.uk>> wrote:
> >
> > Hi List,
> >
> > I'm trying to calculate the autocorrelation coefficients for a
time
> > series using acf at various lags. This is working well, and I can
get
> > the coefficients without any trouble. However, I don't seem to
be able
> > to obtain the significance of these coefficients from the returned
acf
> > object, largely because I don't know where I might find them.
> >
> > It's clear that the acf function knows the significance
threshold
> of the
> > autocorrelations, since it's shown in blue shown on the plot
> output from
> > acf, but I can't figure out where to access it. Can anyone
help?
> >
> > Thanks in advance,
> > Steve.
> >
> >
> >
>
------------------------------------------------------------------------
> >
> > ______________________________________________
> > R-help at r-project.org <mailto:R-help at r-project.org>
> <mailto:R-help at r-project.org <mailto:R-help at
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.
> >
>
>
>
>
------------------------------------------------------------------------
>
> ______________________________________________
> R-help at r-project.org <mailto:R-help at r-project.org> mailing
list
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> PLEASE do read the posting guide
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> and provide commented, minimal, self-contained, reproducible code.
>
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