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

[Ben Bolker]

Claudia D'Aniello <kikki_80 <at> yahoo.it> writes:

> 
> 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.

  Take the residuals from an ARIMA fit?  (see arima(),
residuals() ) -- this won't be automatic, you'll have
to figure out the appropriate order model to fit ...

  good luck

  Ben Bolker