Thanks Eric! I also noticed that in R, acf returns ac at lag 0, while pacf does not (pac for pacf starts at lag 1). Do you know if there is a good reason for that? Shouldn't ac at lag 0 always be 1?
On 4/27/07, Eric Thompson <[EMAIL PROTECTED]> wrote: > > 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. > > > -- 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.
