the corner office : tech blog

a tech blog, by Colin Pretorius

Links 2010.11.27

Square Goldfish: R, the acf function and statistical significance. How R calculates the significance level in an ACF plot. To wit:
```
significance_level <- qnorm((1 + 0.95)/2)/sqrt(sum(!is.na(series)))
```

{2010.11.27 14:48}