[R] time series transformation....

akshay kulkarni @k@h@y_e4 @end|ng |rom hotm@||@com
Sun Aug 13 00:00:35 CEST 2023


dear members,
                         I have a heteroscedastic time series which I want to transform to make it homoscedastic by a box cox transformation. I am using Otexts by RJ hyndman and George Athanopolous as my textbook. They discuss transformation and also say the fpp3 and the fable package automatically back transforms the point forecast. they also discuss the process which I find to be very cumbersome. Is there any R package which automatically back transforms the point forecast when I use xts objects ( RJH and GA use tsibble objects) with arfima/arima in the forecast package?

THanking you,
Yours sincerely,
AKSHAY M KULKARNI

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