Your suggestion wasn't entirely useless - I didn't know about it before, so I learned something!
I've had a look in the plot.acf source and found the bit I need, so it's all good now. Thanks for the suggestions. Steve. markle...@verizon.net wrote: > Hi Steve: Clearly my str suggestions was useless !!!! So, my bad there. > If you do stats:::plot.acf, that will show the source ( it looks complex > as it always does ) but you can see how the ci piece is calculated. > Also, the formula for it is in any reasonable time series book such as > box jenkins or abraham ledolter etc. If you have MASS, it may be in > there also. > > I'm surprised it's not part of some output somewhere ? hopefully someone > else will say something because > I'm not an R expert so it still might be somewhere ? > > > > On Aug 6, 2009, *Steve Jones* <st...@squaregoldfish.co.uk> wrote: > > Thanks for the pointer to the str function - very handy! > > The output for the acf object is below - it doesn't seem to contain > anything that might tell me the significance level. > > List of 6 > $ acf : num [1:27, 1, 1] 1 0.6309 0.2989 0.0612 -0.2105 ... > $ type : chr "correlation" > $ n.used: int 27 > $ lag : num [1:27, 1, 1] 0 1 2 3 4 5 6 7 8 9 ... > $ series: chr "time_series" > $ snames: NULL > - attr(*, "class")= chr "acf" > > Does anyone have any more ideas? > > Steve. > > markle...@verizon.net <mailto:markle...@verizon.net> wrote: > > hi: set the acf to an object and then do str(object). that should show > > if and where they are ? If I knew I would > > just tell you so I'm not trying to be socratic. it's been a while > since > > I used acf(). > > > > > > > > > > > > On Aug 5, 2009, *Steve Jones* <st...@squaregoldfish.co.uk > <mailto:st...@squaregoldfish.co.uk>> wrote: > > > > 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. > > > > > > > ------------------------------------------------------------------------ > > > > ______________________________________________ > > R-help@r-project.org <mailto:R-help@r-project.org> > <mailto:R-help@r-project.org <mailto: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. > > > > > > ------------------------------------------------------------------------ > > ______________________________________________ > R-help@r-project.org <mailto: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. >
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