The TIMESERIES Procedure |
Time Series Transformation |
There are four transformations available for strictly positive series only. Let be the original time series, and let be the transformed series. The transformations are defined as follows:
is the logarithmic transformation.
is the logistic transformation.
where the scaling factor is
and is the smallest integer greater than or equal to x.
is the square root transformation.
is the Box-Cox transformation.
More complex time series transformations can be performed by using the EXPAND procedure of SAS/ETS.
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