statsmodels.tsa.tsatools.detrend

statsmodels.tsa.tsatools.detrend(x, order=1, axis=0)[source]

Detrend an array with a trend of given order along axis 0 or 1.

Parameters:
xarray_like, 1d or 2d

Data, if 2d, then each row or column is independently detrended with the same trendorder, but independent trend estimates.

orderint

The polynomial order of the trend, zero is constant, one is linear trend, two is quadratic trend.

axisint

Axis can be either 0, observations by rows, or 1, observations by columns.

Returns:
ndarray

The detrended series is the residual of the linear regression of the data on the trend of given order.


Last update: Feb 14, 2024