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- acf(rank(lm(x ~ I(1:n))$resid), lag.max=(n-1), plot=FALSE)$acf[-1] -> ro
- qnorm((1+ci)/2)/sqrt(n) -> sig
- rep(NA,length(ro)) -> rof
- for (i in 1:(length(ro))) {
- if(ro[i] > sig || ro[i] < -sig) {
- rof[i] <- ro[i]
- } else {
- rof[i] = 0
- }
- }
- acf(rank(x),lag.max = 3) -> ro
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