Confidence intervals in ccf()
Hi, I have been running the ccf() function to find cross-correlations of time series across various lags. When I give the option of plot=TRUE, I get a plot that gives me 95% confidence interval cut-offs (based on sample covariances) for my cross-correlations at each lag. This gives me a sense of whether my cross-correlations are statistically significant or not. However, I am unable to get R to return the value of these critical values to me in say, an object or vector form. Would anyone be able to help me extract the critical values (at 95%) from the ccf() function? Thanks very much in advance, Shruthi
View this message in context: http://www.nabble.com/Confidence-intervals-in-ccf%28%29-tp21567646p21567646.html Sent from the R help mailing list archive at Nabble.com.