Find the cutoff correlation value for Pearson correlation test
On 11/15/2013 12:53 PM, jpm miao wrote:
Hi,
I find a few Pearson correlation test functions like
fBasics::correlationTest or stats::cor.test
which give the p-value of the test result. Is there a function that
calculate the cutoff correlation value for a specific p-value , e.g., p =
0.05?
I have a plot for the cross correlations between two time series, and I
would like to add a horizontal line that marks the significance of the
correlations.
Hi Miao, Perhaps you could use the confidence interval. Jim