A confidence interval was derived for the index of a power transformation that stabilizes the variance of a time-series. The process starts from a model-independent procedure that minimizes a coefficient of variation to yield a point estimate of the transformation index. The confidence coefficient of the interval is calibrated through a simulation. Copyright © 2004 JMASM, Inc.

Type

Journal article

Journal

Journal of Modern Applied Statistical Methods

Publication Date

01/12/2004

Volume

3

Pages

357 - 369