[R] How to remove autocorrelation from a time series?

2008-05-15 Thread Claudia D'Aniello
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 <- # autocorrelate

Re: [R] How to remove autocorrelation from a time series?

2008-05-15 Thread Ben Bolker
Claudia D'Aniello yahoo.it> writes: > > 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. Take the residu

Re: [R] How to remove autocorrelation from a time series?

2008-05-15 Thread Dieter Menne
Claudia D'Aniello yahoo.it> writes: > > 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