[R] Whitening Time Series

Pele 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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