statsmodels.tsa.deterministic.CalendarTimeTrend.from_string¶

classmethod CalendarTimeTrend.from_string(freq, trend, base_period=None)[source]¶

Create a TimeTrend from a string description.

Provided for compatibility with common string names.

Parameters:¶

freqstr

A string convertible to a pandas frequency.

trend{“n”, “c”, “t”, “ct”, “ctt”}

The string representation of the time trend. The terms are:

• “n”: No trend terms

• “c”: A constant only

• “t”: Linear time trend only

• “ct”: A constant and a time trend

• “ctt”: A constant, a time trend and a quadratic time trend

base_period{str, pd.Timestamp}, default None

The base period to use when computing the time stamps. This value is treated as 1 and so all other time indices are defined as the number of periods since or before this time stamp. If not provided, defaults to pandas base period for a PeriodIndex.

Returns:¶

TimeTrend

The TimeTrend instance.