Grocer Function

NAME

transdif - differenciation and Box-Cox transformation

CALLING SEQUENCE

[yt]=transdif(y,lambda,d,ds,s)

PARAMETERS

Input

Output

DESCRIPTION

Function that mimics matlab function transdif: forms the string matrix

EXAMPLE

1. mtlb_load('SCI/scied/grocer/encours/e4sci/seriesa.dat'); elec_cons = transdif(seriesa,0,1,1,12);   
2. mtlb_load('SCI/scied/grocer/encours/e4sci/seriesa.dat'); s = transdif(seriesa,-1,0,0,12);

Example 1 taken from varma function varma_d1(). Elec_cons is equal to (1-L)(1-L^12)log(seriesa).
Example 2 gives simply the box-cox transformation of seriesa with lambda = -1 (that is 1-1/seriesa)

AUTHOR

Jaime Terceiro, 1997/ Eric Dubois 2004