[R] how to do power transformation for time series data?

Ke Li helenkeli1 at hotmail.com
Fri Oct 24 23:44:29 CEST 2008


I am dealing with a seasonal time series data. In order to ger rid of the
nonstationarity of the variance, i need to perform power tranformation to
the data and choose the best lambda value. In Mass package, there is a
function called 'boxcox' to do power tranformation but it only deals with
linear model. Is there anyone who knows the other function that cannot
perform power tranformation to time series data? Thanks!  
-- 
View this message in context: http://www.nabble.com/how-to-do-power-transformation-for-time-series-data--tp20157719p20157719.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list