\name{BoxCox} \alias{BoxCox} \alias{InvBoxCox} \title{Box Cox Transformation} \usage{BoxCox(x, lambda) InvBoxCox(x,lambda) } \arguments{ \item{x}{a numeric vector or time series} \item{lambda}{transformation parameter} } \description{BoxCox() returns a transformation of the input variable using a Box-Cox transformation. InvBoxCox() reverses the transformation. } \details{The Box-Cox transformation is given by \deqn{f_\lambda(x) =\frac{x^\lambda - 1}{\lambda}}{f(x;lambda)=(x^lambda - 1)/lambda} if \eqn{\lambda\ne0}{lambda is not equal to 0}. For \eqn{\lambda=0}{lambda=0}, \deqn{f_0(x)=\log(x)}{f(x;0)=log(x)}. } \value{a numeric vector of the same length as x. } \references{Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations. \emph{JRSS B} \bold{26} 211--246. } \seealso{\code{\link{BoxCox.lambda}}} \author{Rob J Hyndman} \examples{ lambda <- BoxCox.lambda(lynx) lynx.fit <- ar(BoxCox(lynx,lambda)) plot(forecast(lynx.fit,h=20,lambda=lambda)) } \keyword{ts}