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! > -- View this message in context: http://www.nabble.com/Whitening-Time-Series-tp22041765p22048934.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
