Re: [R] 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! >> > > -- View this message in context: http://www.nabble.com/Whitening-Time-Series-tp22041765p22066246.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.
Re: [R] 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! > -- 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.
Re: [R] Whitening Time Series
if you want to whiten the series why not just new series <- rnorm(num.obs)+series On Mon, Feb 16, 2009 at 12:25 PM, 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-tp22041765p22041765.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. > -- Stephen Sefick Let's not spend our time and resources thinking about things that are so little or so large that all they really do for us is puff us up and make us feel like gods. We are mammals, and have not exhausted the annoying little problems of being mammals. -K. Mullis __ 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.
[R] Whitening Time Series
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-tp22041765p22041765.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.
