The lines indicate the confidence interval (95% by default). I think you mean that it is not documented in help(acf), but it directs you to plot.acf in the "See Also" secion.
>From ?plot.acf: Note: The confidence interval plotted in 'plot.acf' is based on an _uncorrelated_ series and should be treated with appropriate caution. Using 'ci.type = "ma"' may be less potentially misleading. also see the description of the ci and ci.type arguments. As far as HOW they are calculated, I believe that the default is qnorm(c(0.025, 0.975))/sqrt(n) And yes, I think that they are very important. Hope that helps. Eric On 4/27/07, tom soyer <[EMAIL PROTECTED]> wrote: > Hi, > > I noticed that whenever I ran acf or pacf, the plot generated by R always > includes two horizontal blue doted lines. Furthermore, these two lines are > not documented in the acf documentation. I don't know what they are for, but > it seems that they are important. Could someone tell me what they are and > how are they calculated? > > Thanks, > > -- > Tom > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@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. > ______________________________________________ R-help@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.