BoxCox

0th

Percentile

Box Cox Transformation

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

Keywords
ts
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 $$f_\lambda(x) =\frac{x^\lambda - 1}{\lambda}$$ if $lambda is not equal to 0$. For $lambda=0$, $$f_0(x)=\log(x)$$.

Value

References

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

See Also

BoxCox.lambda

Aliases
  • BoxCox
  • InvBoxCox
Examples
lambda <- BoxCox.lambda(lynx)
lynx.fit <- ar(BoxCox(lynx,lambda))
plot(forecast(lynx.fit,h=20,lambda=lambda))
Documentation reproduced from package forecast, version 7.2, License: GPL (>= 2)

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