Timeline for How to determine the critical values of ACF?
Current License: CC BY-SA 3.0
17 events
| when toggle format | what | by | license | comment | |
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| May 11, 2016 at 6:00 | vote | accept | Shieryn | ||
| Dec 7, 2015 at 21:06 | answer | added | IrishStat | timeline score: 1 | |
| Dec 7, 2015 at 20:57 | answer | added | Richard Hardy | timeline score: 14 | |
| Dec 7, 2015 at 20:47 | comment | added | Richard Hardy | I edited your question according to what I learned from your answers in the comments. You should look for the null distribution of the ACF. It is pretty simple, I just do not currently remember what it is. It should be possible to find the answer in econometrics textbooks. | |
| Dec 7, 2015 at 20:46 | history | edited | Richard Hardy | CC BY-SA 3.0 |
added 97 characters in body; edited tags; edited title
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| Dec 7, 2015 at 11:46 | comment | added | Shieryn | @RichardHardy Yeah. it's true. Could you help me? What syntax do you think needed for know a line representing the 95% critical value in R? | |
| Dec 7, 2015 at 10:05 | comment | added | Richard Hardy | Yes, that's what I meant. I am trying to understand what you question is. | |
| Dec 7, 2015 at 9:46 | comment | added | Shieryn | @RichardHardy I mean, The lines give the values beyond which the autocorrelations are (statistically) significantly different from zero. is this the same with yours? | |
| Dec 7, 2015 at 9:32 | comment | added | Richard Hardy | Are you looking for critical values for ACF so that you could determine the statistical significance of each lag? Like in a graph, you would have ACF bars and a line representing the 95% critical value; the bars that stick out are statistically significant. | |
| Dec 7, 2015 at 8:57 | comment | added | Shieryn | @Pascal What is it called? | |
| Dec 7, 2015 at 8:54 | comment | added | user81847 | So it is not upper and lower. Please edit. | |
| Dec 7, 2015 at 8:53 | comment | added | Shieryn | @Pascal No. I mean, how to determine cut off or not by ACF value? | |
| S Dec 7, 2015 at 8:50 | history | suggested | user81847 | CC BY-SA 3.0 |
Removing useless sentences
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| Dec 7, 2015 at 8:35 | comment | added | user81847 |
You mean the range()?
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| Dec 7, 2015 at 8:35 | review | Suggested edits | |||
| S Dec 7, 2015 at 8:50 | |||||
| Dec 7, 2015 at 8:12 | review | First posts | |||
| Dec 7, 2015 at 8:24 | |||||
| Dec 7, 2015 at 8:09 | history | asked | Shieryn | CC BY-SA 3.0 |