StatTimeSerAnalysis.BoxCoxInv Method

procedure BoxCoxInv(const Y: TVec; const U: TVec; const Lambda: Double);

Inverse Box-Cox transformation.

#	Name	Description
1	Y	Transformed time series.
2	U	Time series. Size of Data is adjusted automatically.
3	Lambda	Box-Cox transformation lambda value. An exception is raised if Lambda < 0 .

Result: stored in self (calling object)

Remarks:

Performs the inverse Box-Cox transformation on time series. The inverse Box-Cox transformation is defined by the following equation:

F_\lambda (Y_t) = \begin{cases} (Y_t \lambda +1)^{1/\lambda} & \lambda > 0 \\ \exp Y_t & \lambda = 0 \end{cases}

See Also: StatTimeSerAnalysis.BoxCox