Re: [R] significance threshold in CCF

From: E C <>
Date: Fri, 09 May 2008 00:30:05 -0400

Ahh, thanks, that helped! Is the standard error being calculated by 1/sqrt(N-3) though? I ask because visually inspecting the plots of the 6 CCFs I've done, only 4 have a C.I. line that look "about right" according to my own calculations using this formula. The other 2 are a little below my calculations (although probably close enough). However, maybe I caught these two only because in these cases, my calculation happened to be a value above a tick mark while the line shown was below that tick mark. Maybe I'm not using the exactly right formula? Is there a way of extracting the value used? Thanks again!

> Date: Thu, 8 May 2008 19:54:25 +0100
> From:
> To:
> Subject: RE: [R] significance threshold in CCF
> CC:
> On 08-May-08 18:23:27, E C wrote:
> > Hi everyone,
> >
> > When the CCF between two series of observations is plotted in R, a line
> > indicating (presumably) the significance threshold appears across the
> > plot. Does anyone know how this threshold is determined (it is
> > different for each set of series) and how its value can be extracted
> > from R? I've tried saving the CCF into an object and unclassing the
> > object, but there's nothing there to indicate this.
> > Some sample code to show what I mean:
> > x <- c(1,2,3,4,5,6,7,8,9)
> > y <- c(3,4,5,6,7,8,9,10,11)
> > ccf(x, y, plot=T)
> > Thanks in advance!
> Have a look at ?plot.acf (also used for plotting ccf objects)
> Ted.
> --------------------------------------------------------------------
> E-Mail: (Ted Harding) <>
> Fax-to-email: +44 (0)870 094 0861
> Date: 08-May-08 Time: 19:54:20
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