BoxCox: 'BoxCox' determines the power of a Box-Cox transformation to...

In tsapp: Time Series, Analysis and Application

Description

BoxCox determines the power of a Box-Cox transformation to stabilize the variance of a time series

Usage

BoxCox(y, seg, Plot = FALSE)

Arguments

y	the series, a vector or a time series
seg	scalar, number of segments
Plot	logical, should a plot be produced?

Value

l scalar, the power of the Box-Cox transformation

Examples

data(INORDER)
lambda <-BoxCox(INORDER,6,Plot=FALSE)

tsapp documentation built on Oct. 30, 2021, 5:08 p.m.