[R] How to remove autocorrelation from a time series?

[Claudia D'Aniello]

Dear R users,
someone knows how to remove auto-correlation from a frequencies time series?
I've tried by differencing (lag 1) the cumulative series (in order to have only positive numbers) , but I can't remove all auto-correlation.
If it's useful I can send my db.

x <-             # autocorrelated series
new1<-cumsum(x)
new2<-diff(new1,lag=1,differences = 1)
acf(new2)     # remains autocorrelated 

Thanks in advance
Ciao
Claudia


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