statsmodels.tsa.deterministic.CalendarDeterministicTerm

class statsmodels.tsa.deterministic.CalendarDeterministicTerm(freq)[source]

Abstract Base Class for calendar deterministic terms

Attributes
freq

The frequency of the deterministic terms

is_dummy

Flag indicating whether the values produced are dummy variables

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

freq

The frequency of the deterministic terms

is_dummy

Flag indicating whether the values produced are dummy variables