[R] acf and pacf plot

[Eric Thompson]

The lines indicate the confidence interval (95% by default). I think
you mean that it is not documented in help(acf), but it directs you to
plot.acf in the "See Also" secion.

>From ?plot.acf:

Note:

     The confidence interval plotted in 'plot.acf' is based on an
     _uncorrelated_ series and should be treated with appropriate
     caution.  Using 'ci.type = "ma"' may be less potentially
     misleading.

also see the description of the ci and ci.type arguments. As far as
HOW they are calculated, I believe that the default is

qnorm(c(0.025, 0.975))/sqrt(n)

And yes, I think that they are very important.

Hope that helps.

Eric


On 4/27/07, tom soyer <tom.soyer at gmail.com> wrote:
> Hi,
>
> I noticed that whenever I ran acf or pacf, the plot generated by R always
> includes two horizontal blue doted lines. Furthermore, these two lines are
> not documented in the acf documentation. I don't know what they are for, but
> it seems that they are important. Could someone tell me what they are and
> how are they calculated?
>
> Thanks,
>
> --
> Tom
>
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