The ATA.BoxCoxAttr function works with many different types of inputs.

ATA.BoxCoxAttr(
  bcMethod = "guerrero",
  bcLower = 0,
  bcUpper = 5,
  bcBiasAdj = FALSE
)

Arguments

bcMethod: Choose method to be used in calculating lambda. "guerrero" (Guerrero, V.M. (1993) is default. Other method is "loglik").
bcLower: Lower limit for possible lambda values. The lower value is limited by -5. Default value is 0.
bcUpper: Upper limit for possible lambda values. The upper value is limited by 5. Default value is 5.
bcBiasAdj: Use adjusted back-transformed mean for Box-Cox transformations. If transformed data is used to produce forecasts and fitted values, a regular back transformation will result in median forecasts. If bcBiasAdj is TRUE, an adjustment will be made to produce mean forecasts and fitted values. If bcBiasAdj=TRUE. Can either be the forecast variance, or a list containing the interval level, the corresponding upper and lower intervals.

An object of class ataoptim.

#'Box GEP, Cox DR (1964). “An Analysis of Transformations.” Journal of the Royal Statistical Society. Series B (Methodological), 26(2), 211--252.

#'Guerrero VM (1993). “Time-series analysis supported by power transformations.” Journal of Forecasting, 12(1), 37--48.

Ali Sabri Taylan and Hanife Taylan Selamlar