[R] Whitening Time Series

Pele 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.
> Bob
> 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!

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