Dear R users,
someone knows how to remove auto-correlation from a frequencies time series?
I've tried by differencing (lag 1) the cumulative series (in order to have only
positive numbers) , but I can't remove all auto-correlation.
If it's useful I can send my db.
x <- # autocorrelated series
new1<-cumsum(x)
new2<-diff(new1,lag=1,differences = 1)
acf(new2) # remains autocorrelated
Thanks in advance
Ciao
Claudia
___________________________________
Scopri i
http://www.ymailblogit.com/blog/
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
