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StatTimeSerAnalysis.BoxCoxInv Function
StatTimeSerAnalysis | Functions | See Also

Inverse Box-Cox transformation.

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

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

 

 

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