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

From: Ben Bolker <>
Date: Thu, 15 May 2008 15:37:05 +0000 (UTC)

Claudia D'Aniello <kikki_80 <at>> 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 residuals from an ARIMA fit? (see arima(), residuals() ) -- this won't be automatic, you'll have to figure out the appropriate order model to fit ...

  good luck

  Ben Bolker mailing list PLEASE do read the posting guide and provide commented, minimal, self-contained, reproducible code. Received on Thu 15 May 2008 - 16:45:25 GMT

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