Re: [R] Whitening Time Series

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

Re: [R] Whitening Time Series

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 mo

Re: [R] Whitening Time Series

if you want to whiten the series why not just new series <- rnorm(num.obs)+series On Mon, Feb 16, 2009 at 12:25 PM, 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

[R] Whitening Time Series

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 hel