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.
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