Open signaflo opened 6 years ago
The ARIMA models should be able to automatically apply a supplied one parameter Box-Cox transformation when fitting the model.
When the model is forecast, the Box-Cox transformation should be reversed in order to get forecasts on the scale of the original data.
For basic use cases and explanation, see here: https://www.otexts.org/fpp/2/4
The ARIMA models should be able to automatically apply a supplied one parameter Box-Cox transformation when fitting the model.
When the model is forecast, the Box-Cox transformation should be reversed in order to get forecasts on the scale of the original data.
For basic use cases and explanation, see here: https://www.otexts.org/fpp/2/4