-2

If one invokes acf() function in R the estimated acf values are plotted together with blue error lines. What are they (the lines)?

marcusy
  • 33
  • 3

1 Answers1

1

This question has been answered before here. They represent statistical significance, where the null hypothesis is:

$$H_0: r_k=0$$

The test statistic is:

$$\mid r_k\mid>\frac{1.96}{\sqrt{n}}$$

See Cowpertait & Metcalfe (2009) for more about time series analysis in R.

Jay Schyler Raadt
  • 846
  • 5
  • 17