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