Log-Level test for Extended Airline Models

This function performs a statistical test to determine whether data should be transformed to logarithmic scale or kept in level (original scale)

Usage

loglevel(input, precision = 1e-05, deps = 1e-04)

Arguments

input

time series

precision

Numeric value specifying the tolerance for convergence of optimization algorithms. Default: 1e-5.

deps

Numeric scalar. Step in the computation of the numerical derivatives, used in the optimisation routine. Default:1e-4.

Value

An object containing the log-level test results. First the AICc of the model in levels and then the AICc of the model with logs

Examples

series <- rjd3toolkit::Retail$BookStores

loglevel(series)
#> Error in rJava::.jcall("jdplus/highfreq/base/r/ExtendedAirlineProcessor",     "Ljdplus/highfreq/base/api/ExtendedAirlineSpec;", "spec",     rJava::.jarray(as.numeric(period)), as.integer(differencing),     as.logical(ar), as.logical(to_int)): RcallMethod: cannot determine object class