ATA.BoxCoxAttr: The ATA.BoxCoxAttr function works with many different types...

Description Usage Arguments Value Author(s) References See Also

View source: R/ATA_BoxCoxAttributes.r

Description

The ATA.BoxCoxAttr function works with many different types of inputs.

Usage

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ATA.BoxCoxAttr(
  bcMethod = "loglik",
  bcLower = 0,
  bcUpper = 1,
  bcBiasAdj = FALSE
)

Arguments

bcMethod

Choose method to be used in calculating lambda. "loglik" is default. Other method is "guerrero" (Guerrero, V.M. (1993)).

bcLower

Lower limit for possible lambda values. The lower value is limited by -5. Default value is 0.

bcUpper

Upper limit for possible lambda values. The upper value is limited by 5. Default value is 1.

bcBiasAdj

Use adjusted back-transformed mean for Box-Cox transformations. If transformed data is used to produce forecasts and fitted values, a regular back transformation will result in median forecasts. If bcBiasAdj is TRUE, an adjustment will be made to produce mean forecasts and fitted values. If bcBiasAdj=TRUE. Can either be the forecast variance, or a list containing the interval level, the corresponding upper and lower intervals.

Value

An object of class ataattrset.

Author(s)

Ali Sabri Taylan and Hanife Taylan Selamlar

References

Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations. JRSS B 26 211–246.

Guerrero, V.M. (1993) Time-series analysis supported by power transformations. Journal of Forecasting, 12, 37–48.

See Also

BoxCox, InvBoxCox, BoxCox.lambda


alsabtay/ATAforecasting documentation built on Dec. 1, 2019, 5:26 a.m.