Hi,
I want to apply box cox transformation on my time series. I was just wondering can I apply the transformation on any time series or do i have to fix up the time series prior to. I have a non stationary time series with deterministic trends.. would i have to make it stationary first or no?
I was thinking of downloading the software 'dvelve' to find the box cox transformation parameter (http://develve.net). Anyone have experience with this software or know any other way i can find the parameter (e.g. with R?).
Thanks.
I want to apply box cox transformation on my time series. I was just wondering can I apply the transformation on any time series or do i have to fix up the time series prior to. I have a non stationary time series with deterministic trends.. would i have to make it stationary first or no?
I was thinking of downloading the software 'dvelve' to find the box cox transformation parameter (http://develve.net). Anyone have experience with this software or know any other way i can find the parameter (e.g. with R?).
Thanks.