FitAR (version 1.94)

BoxCox: Generic Box-Cox Analysis Function

Description

The function is implemented as a generic function with methods for classes "FitAR", "Arima", "ts" and "numeric".

For $lambda!=0$, the Box-Cox transformation is of x is $(x^lambda-1)/lambda$. If the minimum data value is <= 0,="" a="" small="" positive="" constant,="" equal="" to="" the="" negative="" of="" minimum="" plus="" 0.25,="" is="" added="" all="" data="" values.<="" p="">

Usage

BoxCox(object, ...)

Arguments

object

model object

...

optional arguments

Value

No value returned. Graphical output is produced as side-effect. The plot shows relative likelihood function as well as the MLE and a confidence interval.

See Also

BoxCox.Arima, BoxCox.FitAR, BoxCox.ts, BoxCox.numeric

Examples

## Not run: #takes a few seconds
# BoxCox(lynx)
# out<-FitAR(lynx, c(1,2,4,10,11), ARModel="ARp", MLEQ=FALSE)
# BoxCox(out)
# out<-FitAR(lynx, c(1,2,4,5,7,8,10,11,12))
# BoxCox(out)
# ## End(Not run)