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:

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.