BoxCox function

BoxCox determines the power of a Box-Cox transformation to stabilize the variance of a time series

BoxCox(y, seg, Plot = FALSE)

Arguments

• y: the series, a vector or a time series
• seg: scalar, number of segments
• Plot: logical, should a plot be produced?

Returns

l scalar, the power of the Box-Cox transformation

Examples

data(INORDER)
lambda <-BoxCox(INORDER,6,Plot=FALSE)