[R] Standard errors of sample autocorrelations

Strong strongthinking at gmail.com
Sun Oct 28 14:37:53 CET 2007


Dear All

Is there a way to extract the standard errors of sample autocorrelations after using acf function to estimate the autocorrelations.

If yes, what method is the calculation of standard errors based on?  

Thanks in advance for your time and help.



Strong



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