Hi Akshay,
The forecast package will do the BoxCox transform and automatically
backtransform the forecasts.
The package also handles xts objects.
For example, modifying the example from the help page of
forecast::forecast for Arima
> dt <- as.Date("2023-01-01") + 1:length(WWWusage)
> a <- xts(WWWu
Colleagues,
Your suggestions are elegant and greatly appreciated.
Thomas Subia
On Friday, August 11, 2023 at 11:08:42 PM PDT, Berwin A Turlach
wrote:
G'day Thomas,
On Sat, 12 Aug 2023 04:17:42 + (UTC)
Thomas Subia via R-help wrote:
> Here is my reproducible code for a graph u
dear members,
I have a heteroscedastic time series which I want to
transform to make it homoscedastic by a box cox transformation. I am using
Otexts by RJ hyndman and George Athanopolous as my textbook. They discuss
transformation and also say the fpp3 and the fable pack
3 matches
Mail list logo