Re: [R] autocorrelaltion function plots

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

Re: [R] autocorrelaltion function plots

I believe it's actually 2/sqrt(n) where n is the sample size... Interesting.. -- View this message in context: http://r.789695.n4.nabble.com/autocorrelaltion-function-plots-tp3303966p3304490.html Sent from the R help mailing list archive at Nabble.com. ___

[R] autocorrelaltion function plots

Hi, all, I have a question on the "acf" function in time sereis analysis. After I run the function >acf(data); I got two blue lines above and below the x axis. I guess they are confidence inverval borders, right? Could someone tell me what the confidence level is for the blue lines? Is there some