boxcox {TSSS} | R Documentation |
Computes Box-Cox transformation and find an optimal lambda with minimum AIC.
boxcox(y, plot = TRUE, ...)
y |
a univariate time series. |
plot |
logical. If |
... |
further arguments to be passed to |
An object of class "boxcox"
, which is a list with the following
elements:
mean |
mean of original data. |
var |
variance of original data. |
aic |
AIC of the model with respect to the original data. |
llkhood |
log-likelihood of the model with respect to the original data. |
z |
transformed data. |
aic.z |
AIC of the model with respect to the transformed data. |
llkhood.z |
log-likelihood of the model with respect to the transformed data. |
Kitagawa, G. (2010) Introduction to Time Series Modeling. Chapman & Hall/CRC.
# Sun spot number data data(Sunspot) boxcox(Sunspot) # Wholesale hardware data data(WHARD) boxcox(WHARD)