Removing autocorrelations

Dear Andrew,

I'm not sure whether this is what you're looking for, but the gls function 
in the nlme package will fit *linear* models with a variety of 
correlated-error structures.

I hope that this helps,
  John

Could anyone tell me whether there is an R function for removing
autocorrelations from a series of observations before performing a linear
or nonlinear regression analysis on them?

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John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox
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