ATA.BoxCoxAttr: The ATA.BoxCoxAttr function works with many different types...

In ATAforecasting: Automatic Time Series Analysis and Forecasting using the Ata Method

The ATA.BoxCoxAttr function works with many different types of inputs.

Description

The ATA.BoxCoxAttr function works with many different types of inputs.

Usage

ATA.BoxCoxAttr(
  bcMethod = "guerrero",
  bcLower = 0,
  bcUpper = 5,
  bcBiasAdj = FALSE
)

Arguments

bcMethod	Choose method to be used in calculating lambda. "guerrero" (Guerrero, V.M. (1993) is default. Other method is "loglik").
bcLower	Lower limit for possible lambda values. The lower value is limited by -5. Default value is 0.
bcUpper	Upper limit for possible lambda values. The upper value is limited by 5. Default value is 5.
bcBiasAdj	Use adjusted back-transformed mean for Box-Cox transformations. If transformed data is used to produce forecasts and fitted values, a regular back transformation will result in median forecasts. If bcBiasAdj is TRUE, an adjustment will be made to produce mean forecasts and fitted values. If bcBiasAdj=TRUE. Can either be the forecast variance, or a list containing the interval level, the corresponding upper and lower intervals.

Value

An object of class ataoptim.

Author(s)

Ali Sabri Taylan and Hanife Taylan Selamlar

References

#'\insertRefboxcox1964ATAforecasting

#'\insertRefguerrero1993ATAforecasting

See Also

BoxCox, InvBoxCox, BoxCox.lambda

ATAforecasting documentation built on July 9, 2023, 7 p.m.