| BoxCox {forecast} | R Documentation |
BoxCox() returns a transformation of the input variable using a Box-Cox transformation. InvBoxCox() reverses the transformation.
BoxCox(x, lambda) InvBoxCox(x,lambda)
x |
a numeric vector or time series |
lambda |
transformation parameter |
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)
.
a numeric vector of the same length as x.
Rob J Hyndman
Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations. JRSS B 26 211–246.
lambda <- BoxCox.lambda(lynx) lynx.fit <- ar(BoxCox(lynx,lambda)) plot(forecast(lynx.fit,h=20,lambda=lambda))