boxcox | R Documentation |
Compute Box-Cox transformation and find an optimal lambda with minimum AIC.
boxcox(y, plot = TRUE, ...)
y |
a univariate time series. |
plot |
logical. If |
... |
graphical arguments passed to |
An object of class "boxcox"
, which is a list with the following
components:
mean |
mean of original data. |
var |
variance of original data. |
aic |
AIC of the model with respect to the original data. |
llkhood |
log-likelihood of the model with respect to the original data. |
z |
transformed data with the AIC best lambda. |
aic.z |
AIC of the model with respect to the transformed data. |
llkhood.z |
log-likelihood of the model with respect to the transformed data. |
Kitagawa, G. (2020) Introduction to Time Series Modeling with Applications in R. Chapman & Hall/CRC.
# Sunspot number data
data(Sunspot)
boxcox(Sunspot)
# Wholesale hardware data
data(WHARD)
boxcox(WHARD)
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