Hi everyone,
When the CCF between two series of observations is plotted in R, a line
indicating (presumably) the significance threshold appears across the plot.
Does anyone know how this threshold is determined (it is different for each set
of series) and how its value can be extracted from R? I've tried saving the CCF
into an object and unclassing the object, but there's nothing there to indicate
this.
Some sample code to show what I mean:
x <- c(1,2,3,4,5,6,7,8,9)
y <- c(3,4,5,6,7,8,9,10,11)
ccf(x, y, plot=T)
Thanks in advance!
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