BoxCox: Box Cox Transformation

In ttnsdcn/forecast-package: Forecasting functions for time series

Description

BoxCox() returns a transformation of the input variable using a Box-Cox transformation. InvBoxCox() reverses the transformation.

Usage

BoxCox(x, lambda)
InvBoxCox(x,lambda)

Arguments

x	a numeric vector or time series
lambda	transformation parameter

Details

The Box-Cox transformation is given by

f(x;lambda)=(x^lambda - 1)/lambda

if lambda is not equal to 0. For lambda=0,

f(x;0)=log(x)

.

Value

a numeric vector of the same length as x.

Author(s)

Rob J Hyndman

References

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

See Also

BoxCox.lambda

Examples

lambda <- BoxCox.lambda(lynx)
lynx.fit <- ar(BoxCox(lynx,lambda))
plot(forecast(lynx.fit,h=20,lambda=lambda))

ttnsdcn/forecast-package documentation built on June 1, 2019, 2:49 a.m.