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...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.