statsmodels.tsa.deterministic.TimeTrendDeterministicTerm

class statsmodels.tsa.deterministic.TimeTrendDeterministicTerm(constant=True, order=0)[source]

Abstract Base Class for all Time Trend Deterministic Terms

Attributes
constant

Flag indicating that a constant is included

is_dummy

Flag indicating whether the values produced are dummy variables

order

Order of the time trend

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

constant

Flag indicating that a constant is included

is_dummy

Flag indicating whether the values produced are dummy variables

order

Order of the time trend