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StatTimeSerAnalysis.BoxCox Function

Box-Cox transformation.

Pascal
procedure BoxCox(const U: TVec; const Y: TVec; const Lambda: double);
Parameters 
Description 
Time series. 
Transformed time series. Size of Y is adjusted automatically. 
Lambda 
Box-Cox transformation lambda value. An exception is raised if Lambda < 0 . 

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

 

 

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