In reply to a question from Fangyi He re the confidence limit lines in an acf plot,
On 2011-02-13 22:06, BSanders wrote:
I believe it's actually 2/sqrt(n) where n is the sample size... Interesting..
The question was actually about the default confidence level, which is 0.95 (see ?plot.acf which Fangyi He would have discovered had s/he consulted ?acf). Hence, the lines are at +/- 1.96/sqrt(n). The function that produces them is presumably simply abline(h = ....). Peter Ehlers ______________________________________________ R-help@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.
