ARIMA with and without Box-Cox transformation
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I refer to Prof Rob Hyndman forecasting online book, and would like to ask you about the ARIMA forecasting with and without Box-Cox transformation.
What I have understood from book is that, Box-Cox transformation give positive forecast interval and to stabilize the variance.
When I applied in my project, my forecasting with Box-Cox transformation is abit weird compared to without transformation. May I ask why the Box-Cox transformation gave different from normal ARIMA?
r arima
asked Nov 14 '18 at 9:25
SKmaySKmay
105
add a comment |
I refer to Prof Rob Hyndman forecasting online book, and would like to ask you about the ARIMA forecasting with and without Box-Cox transformation.
What I have understood from book is that, Box-Cox transformation give positive forecast interval and to stabilize the variance.
When I applied in my project, my forecasting with Box-Cox transformation is abit weird compared to without transformation. May I ask why the Box-Cox transformation gave different from normal ARIMA?
r arima
asked Nov 14 '18 at 9:25
SKmaySKmay
105
add a comment |
I refer to Prof Rob Hyndman forecasting online book, and would like to ask you about the ARIMA forecasting with and without Box-Cox transformation.
What I have understood from book is that, Box-Cox transformation give positive forecast interval and to stabilize the variance.
When I applied in my project, my forecasting with Box-Cox transformation is abit weird compared to without transformation. May I ask why the Box-Cox transformation gave different from normal ARIMA?
r arima
asked Nov 14 '18 at 9:25
SKmaySKmay
105
I refer to Prof Rob Hyndman forecasting online book, and would like to ask you about the ARIMA forecasting with and without Box-Cox transformation.
What I have understood from book is that, Box-Cox transformation give positive forecast interval and to stabilize the variance.
When I applied in my project, my forecasting with Box-Cox transformation is abit weird compared to without transformation. May I ask why the Box-Cox transformation gave different from normal ARIMA?
r arima
r arima
asked Nov 14 '18 at 9:25
SKmaySKmay
105
asked Nov 14 '18 at 9:25
SKmaySKmay
105
asked Nov 14 '18 at 9:25
SKmaySKmay
105
asked Nov 14 '18 at 9:25
SKmaySKmay
105
asked Nov 14 '18 at 9:25
SKmaySKmay
105
105
add a comment |
add a comment |
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