# 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, biasadj = FALSE, fvar = NULL)
##### Arguments
x

a numeric vector or time series of class ts.

lambda

transformation parameter. If lambda = "auto", then the transformation parameter lambda is chosen using BoxCox.lambda.

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 biasadj is TRUE, an adjustment will be made to produce mean forecasts and fitted values.

fvar

Optional parameter required if biasadj=TRUE. Can either be the forecast variance, or a list containing the interval level, and the corresponding upper and lower intervals.

##### Details

The Box-Cox transformation is given by $$f_\lambda(x) =\frac{x^\lambda - 1}{\lambda}$$ if $\lambda\ne0$. For $\lambda=0$, $$f_0(x)=\log(x)$$.

##### Value

a numeric vector of the same length as x.

##### References

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

BoxCox.lambda

• BoxCox
• InvBoxCox
##### Examples
# NOT RUN {
lambda <- BoxCox.lambda(lynx)
lynx.fit <- ar(BoxCox(lynx,lambda))
plot(forecast(lynx.fit,h=20,lambda=lambda))

# }

Documentation reproduced from package forecast, version 8.12, License: GPL-3

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