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 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> 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> 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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