Claudia D'Aniello <kikki_80 <at> yahoo.it> writes: > > Dear R users, > someone knows how to remove auto-correlation from a frequencies time series? > I've tried by differencing (lag 1) the cumulative series (in order to have only positive numbers) , but I > can't remove all auto-correlation.
Take the residuals from an ARIMA fit? (see arima(), residuals() ) -- this won't be automatic, you'll have to figure out the appropriate order model to fit ... good luck Ben Bolker ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
