Time Series Analysis Package

Optional Arguments

You can also specify the following arguments, separated by commas. If you want to use a default value for any of these arguments, enter a space for it.

type

specifies the type of transformation. You can specify the following values within single quotation marks:

LOG

specifies logarithmic transformation.

SQRT

specifies square root transformation.

LOGIT

specifies logit transformation.

BOXCOX

specifies Box-Cox transformation.

NONE

requests that no transformation be performed.

The default value is NONE.

inverse

specifies whether to perform an inverse transformation. You can specify the following values:

0

does not perform an inverse transformation.

1

returns the inverse of the specified transformation method.

The default value is 0.

c

specifies a parameter to be used in the transformation. Its use depends on the transformation method as follows:

  • For log transformation, c is bias: x = . The default value is 0.

  • For square root transformation, c is bias: x = . The default value is 0.

  • For logit transformation, c is scaling: x = . The default value is 1.

  • For the Box-Cox transformation, c is : x = . If c is not specified, x=y.

Last updated: June 14, 2018