[R] Whitening Time Series
drdionc at yahoo.com
Mon Feb 16 18:25:21 CET 2009
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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