How to calculate confidence interval in the acf and the pacf graph?


#1

Here, a confidence interval is taken in the acf and the pacf graph? How has that been calculated? Any help would be appreciated. Thank You. :slight_smile:


#2

Hi

The formula for confidence interval is :

Here, the confidence interval is calculated as 1.96 * (1/n)^1/2 [1.96 by squareroot(n)]