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Add Box-Cox transformation parameter to ARIMA models and forecasts

Open signaflo opened this issue 7 years ago • 0 comments

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

signaflo avatar Feb 28 '18 23:02 signaflo