Problem when doing pre-whitening before ccf analysis - r

Question

I have following R code which does not work when trying to pre-whiten other series by the model generated for the other series.
-- Libraries;
library(forecast);
library(TSA);
library(xts);
-- Read from csv;
....
-- Do transforms;
Power=xts(data1[2],seq(from=as.Date("2011-01-01"), to=as.Date("2013-09-18"),by="day"),frequency=7);
Temp=xts(data2[1],seq(from=as.Date("2011-01-01"), to=as.Date("2013-09-18"),by="day"),frequency=7);
-- Prewhiten for CCF;
mod1=Arima(Temp,order=c(2,0,1),seasonal=list(order=c(1,1,1)));
Box.test(mod1$residuals,lag=365,type=c("Ljung-Box"));
x_series=mod1$residuals;
y_filtered=residuals(Arima(Power,model=mod1));
Last Part does not work since I get error:
Error in stats::arima(x = x, order = order, seasonal = seasonal, include.mean = include.mean, :
wrong length for 'fixed'
What goes wrong here?

Answer 1

Arima and stats::arima both require ts objects. The error is caused by xts objects being used. Try this instead:
Power <- ts(data1[2], frequency=7)
Temp <- ts(data2[1], frequency=7)
mod1 <- Arima(Temp,order=c(2,0,1),seasonal=c(1,1,1))
Box.test(residuals(mod1),lag=365,type=c("Ljung-Box"))
x_series <- residuals(mod1)
y_filtered <- residuals(Arima(Power,model=mod1))