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CLOGLOG
CLOGLOG^{i} computes the complementary log log transformation (i.e. log log link function), including its inverse.
Syntax
CLOGLOG(X, Return_type)
X
the real number for which we compute the transformation.
Return_type is a number that determines the type of return value: 1 (or missing)= CLogLog , 2= Inverse CLogLog.
RETURN_TYPE  NUMBER RETURNED 

1 or omitted  Complementary log log link function 
2  Inverse of the complementary log log link function 
Remarks
 The complementary log log link function is commonly used for parameters that lie in the unit interval.

The complementary log log link/transformation is defined as follows:
And
Where:
 is the value of the input time series at time
 is the transformed complementary loglog value at time
 is the inverse complementary log log link function
 for all t values
 The BOXCOX function accepts a single value or an array of values for X.
 The shift parameter must be large enough to make all the values of X positive.
Examples
Example 1:
A  B  C  D  

1  Date  Data  
2  January 10, 2008  0.66  0.64  0.66 
3  January 11, 2008  0.02  3.99  0.02 
4  January 12, 2008  0.54  0.18  0.54 
5  January 13, 2008  0.21  1.34  0.21 
6  January 14, 2008  0.73  1.02  0.73 
7  January 15, 2008  0.37  0.52  0.37 
8  January 16, 2008  1.00  6.25  1.00 
9  January 17, 2008  0.42  0.32  0.42 
10  January 18, 2008  0.99  5.27  0.99 
11  January 19, 2008  0.04  3.22  0.04 
12  January 20, 2008  0.23  1.20  0.23 
13  January 21, 2008  0.31  0.79  0.31 
14  January 22, 2008  0.69  0.82  0.69 
15  January 23, 2008  0.37  0.54  0.37 
16  January 24, 2008  0.78  1.28  0.78 
17  January 25, 2008  0.30  0.86  0.30 
18  January 26, 2008  0.97  3.45  0.97 
19  January 27, 2008  0.91  2.29  0.91 
20  January 28, 2008  0.92  2.40  0.92 
21  January 29, 2008  0.88  1.97  0.88 
22  January 30, 2008  0.14  1.78  0.14 
23  January 31, 2008  0.06  2.81  0.06 
24  February 1, 2008  0.19  1.42  0.19 
25  February 2, 2008  0.61  0.46  0.61 
Files Examples
References
 Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0691042896
 Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0471690740