BoxCox: Generic Box-Cox Analysis Function

In FitAR: Subset AR Model Fitting

Description

The function is implemented as a generic function with methods for classes "FitAR", "Arima", "ts" and "numeric".

For lambda!=0, the Box-Cox transformation is of x is (x^lambda-1)/lambda. If the minimum data value is <= 0, a small positive constant, equal to the negative of the minimum plus 0.25, is added to all the data values.

Usage

BoxCox(object, ...)

Arguments

object	model object
...	optional arguments

Value

No value returned. Graphical output is produced as side-effect. The plot shows relative likelihood function as well as the MLE and a confidence interval.

Note

The MASS package has a similar function boxcox but this is implemented only for regression and analysis of variance.

Author(s)

A.I. McLeod and Y. Zhang

See Also

BoxCox.Arima, BoxCox.FitAR, BoxCox.ts, BoxCox.numeric

Examples

## Not run: #takes a few seconds
BoxCox(lynx)
out<-FitAR(lynx, c(1,2,4,10,11), ARModel="ARp", MLEQ=FALSE)
BoxCox(out)
out<-FitAR(lynx, c(1,2,4,5,7,8,10,11,12))
BoxCox(out)

## End(Not run)

Example output

Loading required package: lattice
Loading required package: leaps
Loading required package: ltsa
Loading required package: bestglm

FitAR documentation built on May 2, 2019, 3:22 a.m.