statsmodels.tsa.deterministic.CalendarDeterministicTerm¶
- class statsmodels.tsa.deterministic.CalendarDeterministicTerm(freq)[source]¶
Abstract Base Class for calendar deterministic terms
- Attributes:¶
Methods
in_sample
(index)Produce deterministic trends for in-sample fitting.
out_of_sample
(steps, index[, forecast_index])Produce deterministic trends for out-of-sample forecasts
Properties
The frequency of the deterministic terms
Flag indicating whether the values produced are dummy variables
Last update:
Oct 29, 2024