[R] acf(): meaning of the blue horizontal lines

David Scott d.scott at auckland.ac.nz
Wed Oct 29 00:34:20 CET 2008

On Tue, 28 Oct 2008, Oliver Bandel wrote:

> Zitat von David Scott <d.scott at auckland.ac.nz>:
>> On Tue, 28 Oct 2008, Oliver Bandel wrote:
>>> Hello,
>>> what are they meaning? It could be something that
>>> would show a threshhold above which the result is
>>> indicating different meanings then just random noise.
>>> But there is no description on the definition of those lines,
>>> so it means nothing, if it is not clearly defined.
>>> Where can I find a detailed definiton?
>>> Ciao,
>>>   Oliver
>> Look at
>> ?plot.acf
> [...]
> OK, this was interesting.
> It was what I have thought that it could be the case,
> but what I was not sure about.
>> for which there is a pointer on the help to acf:
>> 'The generic function plot has a method for objects of class "acf". '
> class acf?! I have not heard of acf-class before.

So you are telling us you didn't read the documentation for acf which 
contains the following:

An object of class "acf", which is a list with the following elements:

lag A three dimensional array containing the lags at which the acf is 
acf An array with the same dimensions as lag containing the estimated acf.
type The type of correlation (same as the type argument).
n.used The number of observations in the time series.
series The name of the series x.
snames The series names for a multivariate time series.

David Scott

David Scott	Department of Statistics, Tamaki Campus
 		The University of Auckland, PB 92019
 		Auckland 1142,    NEW ZEALAND
Phone: +64 9 373 7599 ext 86830		Fax: +64 9 373 7000
Email:	d.scott at auckland.ac.nz

Graduate Officer, Department of Statistics
Director of Consulting, Department of Statistics

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