This book describes the analysis of transformations and their
applications in regression analysis. Some new estimation procedures for
estimating the parameters of the various Box and Cox transformation
regression models with Autoregressive/Moving Average Process have been
developed by using internally studentized residuals. The lagged
dependent variable is induded as a regressor in the extended Box and Cox
transformation regression model and then estimated its parameters by
using the maximum likelihood estimation. In this book, it has been made
to described the analysis of transformations and their applications in
regression analysis.