[R] % out of Conf interval

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From: Brian Scholl (brianscholl1973@yahoo.com)
Date: Wed 19 Dec 2001 - 12:17:43 EST


Message-id: <20011219011743.4966.qmail@web12201.mail.yahoo.com>

I'd like to evaluate the fit of say an AR/VAR/ARMA
model by examining the spectrum of the residuals. One
observation I'd like to make is that with a certain
model, 8% of the periodogram or smoothed periodogram
values are outside the CI bound for white noise. How
can I do this easily in R?

thanks,
Brian

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