The function provides the applicability of different types of back transformation techniques for the transformed data to which the Ata method will be applied.
The ATA.BackTransform function works with many different types of inputs.
ATA.BackTransform(X, tMethod, tLambda, tShift, tbiasadj = FALSE, tfvar = NULL)A list object consists of transformation parameters and transformed data.
ATA.Transform is a list containing at least the following elements:
trfmX : Transformed data
tLambda : Box-Cox power transformation family parameter
tShift : Box-Cox power transformation family shifting parameter
a numeric vector or time series of class ts or msts for in-sample.
Box-Cox power transformation family is consist of "Box_Cox", "Sqrt", "Reciprocal", "Log", "NegLog", "Modulus", "BickelDoksum", "Manly", "Dual", "YeoJohnson", "GPower", "GLog" in ATAforecasting package.
Box-Cox power transformation family parameter. If NULL, data transformed before model is estimated.
Box-Cox power transformation family shifting parameter. If NULL, data transformed before model is estimated.
Use adjusted back-transformed mean for Box-Cox transformations using forecast::BoxCox. If transformed data is used to produce forecasts and fitted values,
a regular back transformation will result in median forecasts. If tbiasadj is TRUE, an adjustment will be made to produce mean forecasts and fitted values.
Optional parameter required if tbiasadj=TRUE. Can either be the forecast variance, or a list containing the interval level, and the
corresponding upper and lower intervals.
#'tukey1957ATAforecasting
#'boxcox1964ATAforecasting
#'manly1976ATAforecasting
#'johndraper1980ATAforecasting
#'bickeldoksum1982ATAforecasting
#'sakia1992ATAforecasting
#'guerrero1993ATAforecasting
#'yeojohn2000ATAforecasting
#'glog2002ATAforecasting
#'neglog2005ATAforecasting
#'yang2006ATAforecasting
#'gpower2013ATAforecasting