Description Usage Arguments Details Value Examples

Check for possible non-linear transformations of a multiple time series, series by series.

1 |

`x` |
T by k data matrix: T data points in rows with each row being data at a given time point, and k time series in columns. |

`block` |
Number of blocks used in the linear regression. Default value is floor(sqrt(T)). |

`output` |
If TRUE it returns the estimates, the code: log, sqrt and No-trans and the numbers of non-linear transformations. Default is TRUE. |

`period` |
Seasonal period. |

`pv` |
P-value = pv/log(1 + k) is used to check the significance of the coefficients. Default value is 0.05. |

Each series is divided into a given number of consecutive blocks and in each of them the mean absolute deviation (MAD) and the median are computed. A regression of the log of the MAD with respect to the log of the median is run and the slope defines the non-linear transformation.

A list containing:

lnTran - Column locations of series that require log-transformation.

sqrtTran - Column locations of series that require square-root transformation.

noTran - Column locations of series that require no transformation.

tran - A vector indicating checking results, where 0 means no transformation, 1 means log-transformation, 2 means square-root transformation.

tranX Transformed series. This is only provided if the number of series requiring transformation is sufficiently large, i.e. greater than

*2kpv*.Summary Number of time series that require log-transformation, square-root transformation and no transformation.

1 2 | ```
data(TaiwanAirBox032017)
output <- chktrans(TaiwanAirBox032017[,1])
``` |

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