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