If method=="guerrero", Guerrero's (1993) method is used, where lambda minimizes the coefficient of variation for subseries of x.

BoxCox.lambda(x, method = c("guerrero", "loglik"), lower = -1,
upper = 2)

## Arguments

x a numeric vector or time series of class ts Choose method to be used in calculating lambda. Lower limit for possible lambda values. Upper limit for possible lambda values.

## Value

a number indicating the Box-Cox transformation parameter.

## Details

If method=="loglik", the value of lambda is chosen to maximize the profile log likelihood of a linear model fitted to x. For non-seasonal data, a linear time trend is fitted while for seasonal data, a linear time trend with seasonal dummy variables is used.

## References

Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations. JRSS B 26 211--246.

Guerrero, V.M. (1993) Time-series analysis supported by power transformations. Journal of Forecasting, 12, 37--48.

BoxCox