BoxCox.lambda: Automatic selection of Box Cox transformation parameter
Description
If method=="guerrero", Guerrero's (1993) method is used, where lambda minimizes the coefficient of variation for subseries of x.
If method=="loglik", the value of lambda is chosen to maximize the profile log likelihood of a linear model fitted to x. For non-seasonal data, a linear time trend is fitted while for seasonal data, a linear time trend with seasonal dummy variables is used.
a number indicating the Box-Cox transformation parameter.
References
Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations. JRSS B26 211--246.
Guerrero, V.M. (1993) Time-series analysis supported by power transformations. Journal of Forecasting, 12, 37--48.