Summary
Box-Cox transformation.
Declaration
Procedure BoxCox(U: TVec; Y: TVec; Lambda: TSample);
| Parameter | Description |
|---|---|
| U | Time series. |
| Y | Transformed time series. Size of Y is adjusted automatically. |
| Lambda | Box-Cox transformation lambda value. An exception is raised if Lambda<0. |
Description
Performs Box-Cox transformation on time series. The Box-Cox transformation is defined by the following equation:
Categories
Time series analysis routines| See Also |
|---|
| BoxCoxInv |
| Copyright 2008 Dew Research |