Computes the complementary loglog transformation, 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 CLogLog Transform 2 Inverse of CLOgLog transform
Remarks
 The complementary loglog link function is commonly used for parameters that lie in the unit interval.
 The Complementary loglog transformation is defined as follows:
$$y=\textit{CLogLog}(x)=\ln\left( \ln \left ( 1x \right) \right) $$ And
$$x=\textit{CLogLog}^{1}(y)=1  e^{e^{y}} $$
Where:
 $x_{t}$ is the value of the input time series at time $t$
 $y_{t}$ is the transformed complementary loglog value at time $t$
 $\textit{ClogLog}^{1}(y)$ is the inverse complementary loglog function
 $\left(x_t +\alpha \right) \gt 0$ 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:


Files Examples
Related Links
References
 John H. Aldrich, Forrest D. Nelson; Linear Probability, Logit, and Probit Models; SAGE Publications, Inc; 1st Edition(Nov 01, 1984), ISBN: 0803921330
 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
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