Monday, June 25, 2007

confidence intervals ACF

under independence assumption: clim0 = qnorm((1+.95)/2)/sqrt(N)
ARIMA: at k-th lag: clim0 * sqrt( 1+2 \sum_1^k( acf(i)^2 ) )

Monday, June 18, 2007

theoretical ACF of ARMA

ARMAacf(ar = numeric(0), ma = numeric(0), lag.max = r, pacf = FALSE)

Friday, June 8, 2007

plot in log scale with axis

plot(1:100, log = "y", yaxt = "n") # do not show y axis
axis(2, c(1,10,100)) # draw y axis with required labels 

Contributors

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