statsmodels.tsa.deterministic.TimeTrend¶
-
class statsmodels.tsa.deterministic.TimeTrend(constant=
True
, order=0
)[source]¶ Constant and time trend determinstic terms
Examples
>>> from statsmodels.datasets import sunspots >>> from statsmodels.tsa.deterministic import TimeTrend >>> data = sunspots.load_pandas().data >>> trend_gen = TimeTrend(True, 3) >>> trend_gen.in_sample(data.index)
Methods
from_string
(trend)Create a TimeTrend from a string description.
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
Flag indicating that a constant is included
Flag indicating whether the values produced are dummy variables
Order of the time trend
Last update:
Dec 11, 2024