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StatTimeSerAnalysis.BoxCox Method
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Box-Cox transformation.

Syntax
C#
Visual Basic
public static void BoxCox([In] TVec U, [In] TVec Y, [In] double Lambda);
Parameters
Parameters 
Description 
[In] TVec U 
Time series. 
[In] TVec Y 
Transformed time series. Size of Y is adjusted automatically. 
[In] double Lambda 
Box-Cox transformation lambda value. An exception is raised if Lambda < 0 . 
Remarks

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

 

 

See Also
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