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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