BoxCoxLambda {DescTools} | R Documentation |

## Automatic Selection of Box Cox Transformation Parameter

### Description

An automatic selection of the Box Cox transformation parameter is estimated with two methods.

Guerrero's (1993) method yields a lambda which minimizes the coefficient of variation for subseries of `x`

.
For method `"loglik"`

, the value of lambda is chosen to maximize the profile log likelihood of a linear model fitted to `x`

.
For non-seasonal data, a linear time trend is fitted while for seasonal data, a linear time trend with seasonal dummy variables is used.

### Usage

```
BoxCoxLambda(x, method = c("guerrero", "loglik"), lower = -1, upper = 2)
```

### Arguments

`x` |
a numeric vector or time series |

`method` |
method to be used in calculating lambda. Can be either "guerrero" (default) or "loglik". |

`lower` |
lower limit for possible lambda values, default is -1. |

`upper` |
upper limit for possible lambda values, default is 2. |

### Value

a number indicating the Box-Cox transformation parameter.

### Note

This function was previously published as `BoxCox.lambda()`

in the forecast package and has been integrated here without logical changes.

### Author(s)

Leanne Chhay and Rob J Hyndman

### References

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

Guerrero, V.M. (1993) Time-series analysis supported by power transformations. *Journal of Forecasting*, **12**, 37–48.

### See Also

### Examples

```
lambda <- BoxCoxLambda(AirPassengers, lower=0)
```

*DescTools*version 0.99.55 Index]