statsmodels.tsa.deterministic.CalendarTimeTrend.in_sample

CalendarTimeTrend.in_sample(index)[source]

Produce deterministic trends for in-sample fitting.

Parameters:
indexindex_like

An index-like object. If not an index, it is converted to an index.

Returns:
DataFrame

A DataFrame containing the deterministic terms.


Last update: Feb 14, 2024