[R] Whitening Time Series
rcmcll at yahoo.com
Tue Feb 17 01:47:20 CET 2009
Look in the package "forecast" for the function "Arima". It will do what you
want. It's different than arima function in the stats package.
> Hi R users,
> I am doing cross correlation analysis on 2 time series (call them
> y-series and x-series) where I need the use the model developed on the
> x-series to prewhiten the yseries.. Can someone point me to a
> function/filter in R that would allow me to do that?
> Thanks in advance for any help!
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