statsmodels.tsa.deterministic.FourierDeterministicTerm#

class statsmodels.tsa.deterministic.FourierDeterministicTerm(order)[source]#

Abstract Base Class for all Fourier Deterministic Terms

Attributes:
is_dummy

Flag indicating whether the values produced are dummy variables

order

The order of the Fourier terms included

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

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

is_dummy

Flag indicating whether the values produced are dummy variables

order

The order of the Fourier terms included