R help - Feb 2009 - 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!
-- 
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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 <drdionc at yahoo.com>
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 at 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

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.