Description Usage Arguments Details Value Author(s) References See Also Examples
The BCT()
function returns a transformation of the provided time
series using a Box-Cox transformation. BCT.rev()
reverses the
transformation. Wrapper functions for BoxCox
and
InvBoxCox
of the forecast
package,
respectively.
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x |
A numeric vector or univariate time series of class |
lambda |
Box-Cox transformation parameter. If |
... |
Additional arguments passed to the
|
If lambda
is not 0
, the Box-Cox transformation is given by
f_λ(x) =\frac{x^λ - 1}{λ}
If λ=0, the Box-Cox transformation is given by
f_0(x)=\log(x)
.
A vector of the same length as x containing the transformed values.
Rebecca Pontes Salles
Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations. JRSS B 26 211–246.
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