invBoxCox

Calculates inverse of Box-Cox transformation 
with confidence bands, calculated as const time the standard error

Comprehensive analysis and forecasting
of univariate time series using automatic
unobserved components models and algorithms.
Harvey, AC (1989) <doi:10.1017/CBO9781107049994>.
Pedregal DJ and Young PC (2002) <doi:10.1002/9780470996430>.
Durbin J and Koopman SJ (2012) <doi:10.1093/acprof:oso/9780199641178.001.0001>.
Hyndman RJ, Koehler AB, Ord JK, and Snyder RD (2008) <doi:10.1007/978-3-540-71918-2>.

Diego J. Pedregal

UComp

Automatic Unobserved Components and Other Time Series Models

invBoxCox function

<dl><dt>y</dt>
<dd>matrix, array or vector</dd>
<dt>yVar</dt>
<dd>matrix, array or vector of variances of y</dd>
<dt>lambda</dt>
<dd>lambda parameter of Box-Cox transformation</dd>
<dt>const</dt>
<dd>number of standard error for confidence band</dd></dl>

Arguments

Author

invBoxCox — invBoxCox

<dl>

<dt>y</dt>
<dd>matrix, array or vector</dd>


<dt>yVar</dt>
<dd>matrix, array or vector of variances of y</dd>


<dt>lambda</dt>
<dd>lambda parameter of Box-Cox transformation</dd>


<dt>const</dt>
<dd>number of standard error for confidence band</dd>

</dl>

invBoxCox: invBoxCox

Description

Usage

Arguments

Author