BoxCox {tsapp}

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

Description

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

Usage

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?

Value

l scalar, the power of the Box-Cox transformation

Examples

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