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Time Series Transformation
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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:
- Log
is the logarithmic transformation.
- Logistic
is the logistic transformation.
where the scaling factor
is
and
is the smallest integer greater than or equal to x.
- Square root
is the square root transformation.
- Box Cox
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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