acf confidence intervals in ARMA
On Friday 08 February 2008 8:05:20 am elton wang wrote:
I tried to understand the two formulas below by google and books I have but have no success so far.
?plot.acf Confidence limits assume a white noise input by default. ? ? "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." HTH, pcc
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