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Webb8 dec. 2015 · Based on this source, it looks like under the null the autocorrelation is asymptoticaly standard normal. The 5% critical values of the autocorrelation at any given lag d ( d ≠ 0) are. where T is the sample size. In your case, T = 1000, so the critical values for lag 1 are ± 1.96 1000 − 1 ≈ 0.06201, for lag 2 are ± 1.96 1000 − 2 ≈ 0. ... WebbAlthough the idea is a good one ( xlim and ylim are parameters that acf passes on to plot and they will indeed limit the plotting window), this code is not even syntactically correct. Following the two-line example in the question, acf (dummy, 20, xlim=c (1,20), ylim=c (-0.2,0.5)) will work. – whuber ♦ Aug 9, 2014 at 18:00 Add a comment registered nurse practitioner provider

Autocorrelation and Partial Autocorrelation in Time Series Data

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