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 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!