Re: [R] prewhiten

On Mon, 7 Jun 2010, nuncio m wrote: HI all., I have some univariate time series that need to be prewhitened. HOw this can be performed in R. That depends on what exactly you want to do for prewhtening. For example, if you want to prewhiten using an AR(1) model, you could apply ar() and then

[R] prewhiten

HI all., I have some univariate time series that need to be prewhitened. HOw this can be performed in R. I am thinking of to fit an ARIMA model and substract this from the original series. Is this the correct way THanks in advance nuncio -- Nuncio.M Research Scientist National Center for Antarcti