BCT function

Box Cox Transformation

The BCT() function returns a transformation of the provided time series using a Box-Cox transformation. BCT.rev() reverses the transformation. Wrapper functions for BoxCox and InvBoxCox of the forecast package, respectively.

BCT(x, lambda = NULL, ...)

BCT.rev(x, lambda, ...)

Arguments

• x: A numeric vector or univariate time series of class ts.
• lambda: Box-Cox transformation parameter. If NULL, lambda is selected using BoxCox.lambda of the forecast package.
• ...: Additional arguments passed to the BoxCox.lambda function for BCT(), and to the InvBoxCox function for BCT.rev().

Returns

A vector of the same length as x containing the transformed values.

Details

If lambda is not 0, the Box-Cox transformation is given by

If $\lambda=0$, the Box-Cox transformation is given by

.

Examples

data(CATS)
BCT(CATS[,1])

References

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

See Also

DIF,detrend, MAS, LT, PCT

Author(s)

Rebecca Pontes Salles