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:
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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