[R] Whitening Time Series
drdionc at yahoo.com
Tue Feb 17 22:01:27 CET 2009
Hi Bob - your suggesting worked out great... Many thanks!
Also, thanks everyone for the other suggestions!
Bob McCall wrote:
> 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.
> Pele wrote:
>> 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!
View this message in context: http://www.nabble.com/Whitening-Time-Series-tp22041765p22066246.html
Sent from the R help mailing list archive at Nabble.com.
More information about the R-help